Hi there. Maybe you are confusing a bit =)
The screenshot you sent is from the "Home" Layout. The "news" or "articles" are not being displayed through a module but through the contents component of Joomla!.
It´s the main container for the article items called "Front Page Blog Layout"
The standard Front Page Blog Layout displays Articles that have been set as Front Page Articles in a blog format.
So - you have to create some articles, publish it with " Display on frontpage", than you go to the menu manager, and set the menu item to display "Front Page Blog Layout" articles.