Start by plugging the audio source into each module in turn and listening to the output and get an understanding of whats happening and what each module is doing to the audio signal until you get more familiar.
Some modules are designed primarily as voltage processing units ( signal modulators ) so may not be useful for processing audio.
You can download information on each module from Doepfers website.....these usually give you some examples of how to use the modules .
It takes a while to get used to Modular gear but once you have a basic grasp, the possibilities start to become mind numbing !
By the way the Doepfer A-119 is a pretty poor midi-cv unit , fine for note on / off stuff but poor for midi clock , getting the clock divisions right is a black art despite what Doepfer say.