To enable module->module communication you simply connect the modules together and enable I2C-mode in the code. Only your master module will plug into the computer via USB. You must connect all your modules together, then plug in the USB. If you plug in USB before connecting the modules together there will be no communication and all the controllers will freeze.
DO NOT plug the modular connectors in backwards to the PCB or bad things may happen. Ensure your red cable is lined up with the power and the black cable is lined up with ground at all times.
Below is a video showing module->module connections between three modules (one master, and two slaves).
You can link as many modules together as you like. As you can see from the video, each slave module had a free I2C slot allowing more modules to be connected in series.