Modules are extensions for MTA's lua to provide new external functions that aren't available in the self core. All modules listed here are not included with the MTA distributions and if you want to use them for your development, you must download and install them in your server.
You can access the listing of all documented modules in this wiki in the following link: Category:Modules
To be able to create your own module for MTA servers, you must make use of the Modules SDK. You can download it from here.
The SDK functions explained.