Pagina 5 dice claramente
If you want use UART send AT commands. Set the jumper to HW position. If you use soft
serial. Set to SW position.
Our test sketch use soft serial. So we keep it on SW position normally.
If you are using MEGA2560. Just need to connect the middle pins of RX and TX jumpers
to RX1 TX1 on Arduino Mega 2560. And change the code setting.
Cambiando los jumpers puedes usar a D0 D1 como tienes ahora o via SoftwareSerial D2 D3 que es lo que indicabas.
Pero tambien si usas el punto medio lo pones donde quieres.