The bright white LED module has three pin connections: 
 G = ground 
 + = +5V 
 S = signal 
The 3W White LED module uses a surface-mount transistor to control the brightness of the LED while drawing minimal current from the Arduino signal pin output (S). 
The Arduino IDE includes several examples for use with LEDs, see: 
File, Examples, 01.Basic, Fade 
File, Examples, 01.Basic, Blink