Your problem with your bluetooth module is that you don't have one. What you have is the interface board on which an HC-05 is attached. This is a bit like buying a car with no engine and wondering why it won't go.
You might find the following background notes useful
All you need to establish basic communication is in the link I posted that you apparently don't want to read. This is for the HC-05 which you thought you had bought but hadn't, and an Android phone. Note that the HC-05 will not work with iPhone.
Further details on "control" depend on what you actually want to do, about which you say nothing. Whatever it is, you are likely to find plenty of information on this forum.
all what i need is to control a led(on/off).
i was bought two bt modul which i see on all tutorials but its not work(is not the right modul)
is which of this the right module?
1.First
2.Second