If you use the code from #27, this connections are wrong.
You need to connect TX (transmitter) from one side to RX(receiver) on another. So you MUST to swap a pins 5 and 4.
I would like to note that using SoftwareSerial in your case is not advisable. As @ptillisch said above, SoftwareSerial works unstably at speeds above 19200, and this module requires a speed of 115200