That is the Sparkfun breakout board, https://www.sparkfun.com/products/11028
Connect it as written a few posts earlier.
Vcc and Vio to 3.3V
SDA and SCL are the I2C bus. The Sparkfun board has already 10k pull-up resistors.
Gnd to Gnd.
I don't know PIC microcontrollers. Do they have a I2C bus ?