Hi,
The brand module will display a listing of the brands in the area of the template where you set the module.
Then, when you click on a brand, it will display the listing of the products of that brand in the main area of the website. To be able to do that, it needs to direct the user to a menu item so that the system can use the settings of the menu item for the display of the products listing.
So in that "menu" setting of your module, you need to select a menu item of the type "products listing" and if you don't see the products when you click on a brand after doing that, it means that there is probably a problem with the settings under the "products options" tab of the menu item. So we would need a screenshot of these settings to be able to tell you what's wrong.