The modules most likely have Weak Pull Ups already installed so you probably don't need to include any. Won't really harm to include though.
These boards only run at +3.3v so do not connect +5v to VCC or Kaboom......
Depending on what you read, the GPIO / Rx pins are +5v tolerant, or not. I have had no issue connecting a microprocessor running at +5v to the modules but if you do not want to take the risk a very simple level shifter can be formed from two resistors. A search for level shifting will throw up many results.
Basic connections are:-
VCC to +3.3v
Gnd to Gnd / 0v
Tx to Rx (uC UART)
Rx to Tx (uC UART)
CH_PD to +3.3v (or uC pin set to High)
With the above connections made you should be able to interact with the module. Depending on your module and the version of firmware it contains things may work straight away without issue or certain instructions may not work as expected. The links I posted earlier will lead you to upgrading to latest versions if you wish.
With the above basic connections you can send commands from a PC or your microcontroller.
The modules to a certain extent are quite "plug-and-play" once you have them setup the way you want. As mentioned the easiest way is to use the USB-TTL Serial converter as you will need to send "AT" commands to verify /change setup (if required).
Using your PC and a terminal program sending the command "AT" should return "OK" if all is good. You can then send further commands to verify / set configurations. Without a PC you will need to program your microcontroller to send instruction, capture the reply and display. I know what I consider to be easier

Regards