Hi @juhstinh and welcome
Since the module is a black box that you won't be changing, I would tend to treat it like you have with the Arduino in the schematic and not include the internal workings. Therefore my design would end with naming the connections to J1 & J4 only with a descriptive KiCad global label for each bus/wire.
If there will be other components connected on the output side of the HiLetgo module to be included in this schematic then I'd create a custom footprint for the module, similar to the Arduino footprint, with connections defined and a box without the inner components. That's actually surprisingly easy to do.
If this was the kind of module that might be a daughter-board to a PCB you're making, this new custom footprint might also have a silk outline for the PCB, especially if it has components on the underside which prevent the space underneath being populated by other tall components.
I hope that's helpful.
Cheers, Geoff