Great.
So has that solved the OPs problem?
You connect it to a serial port.
If you are using a UNO or other serial port Arduinos then you have to use a software serial emulation otherwise you can use a Mega which has 4 serial ports.
Page 5 gives you the bytes you have to send to make it do stuff. Use the serial.write calls to send each byte.
There is even Arduino sample code