There is a description of the interfaces and output on the eBay site. There are two interfaces, Wiegand and TTL/RS232.
The latter can be read using the Arduino serial port, or using AltSoftSerial or the like. Consult the Serial Input Basics tutorial for guidance.
If this is your first project, we strongly recommend to start with the examples that come with the IDE (blink an LED, read a button, a voltage or a temperature sensor) in order to learn the language and the special features of the Arduino. If you don't, expect endless frustration.