Modules are created in Journal > Modules.... They help you display content on any page content area, mega menus, popups or footer. Modules are multi-purpose vehicles of content delivery that can be replicated as many times as you need.
Modules are added to layouts via the page builder interface found in Journal > Layouts > .... Access the layout you want to add your modules to and use the page builder rows and columns to create the desired design. See Layouts
Modules can be added in mega menus page builders. For example you can create Links Menu or Catalog modules with category links and populate your mega menus in various grid layouts.
Just like any other layout or mega menu, the footer is page builder interface and supports any layout modules.