Also, the "Modules of Interest" is simply a mechanism to tell the VTune analyer to do some preprocessing of these modules upon completing the activity. This allows you to pack the results immediately after the activity completes, without drilling down into the data, and still be able to do that on the system where you unpack the data. That is, the module(s) of interest are never highlighted in the results in any way.
For normal application performance analysis, you can should start with the Process view and select your application. Double-click on it and you will see the threads created by your application. Next, select all or the threads you are interested in and double-click on these (or press the Module button) to see all modules loaded by these threads in this process.