EGSM is 900MHz, extended GSM mode.
You probably want to leave it at ALL_BAND mode.
There are several documents for SIMCOM modules that you could use, there is a whole doc for the TCP/IP stack for example.
It really depends what you want to do with it, if you just want to poke around with commands then any terminal program will do that, just look up the meaning in the AT user manual.
FWIW I clicked on that Java "app", not sure what happened, but I had to apparently update Java, which told me I had to uninstall old Java versions for security, which I did, I updated Chrome, then I got a weird thing happen where ads kept popping up, and the applet kept giving me errors about not being able to run, went to a different site, same thing happened, closed Chrome completely, re-opened and it was back to normal, no pop up ads, very very odd!
It didn't appear to do any "lasting" damage to my work computer, I have a AV guard installed, and I ran Malware Bytes and it came back clean, seemed to be when I right clicked on any link these ads kept popping up, but not sure if it was to do with the Java update, the Chrome update or going to that webpage added a right click hook to the browser.