Keyes Sensor modules - Data sheets????

Ah, those cheapy ones - I think not, but it wouldn't surprise me if someone's put some useful stuff up about them on a website somewhere - the simplest strategy is to try and read the chip markings from the enlarged photos (like the flame detector one has a 393 comparator and a trimpot and thus is likely a single digital output). Many of them are very simple so I think you will be able to get many to work without too much headscratching - and the forum hive-mind can help given part numbers etc.