The idea of using Modules is integral to ExpressionEngine and the Modules section is where you can see your currently installed Modules and change any preferences there may be.

The main page is simply a table listing information about each of the installed Modules:

User Control Panels

Some Modules include a small User Control Panel. These "User CP" pages allow you to perform certain actions specific to that Module. For example, in the Referrers Module you may view the referrers or clear the referrers.