Modules and themes are collectively called as extensions. The expression is used in the Orchard documentation and also in the source code extensively when a service has to do with modules and themes as well.
This page and many others here are part of the open source, portable package of Orchard goodies: the Orchard Dojo Library. The Library is freely accessible by anyone; just go to its repository to download its full content (you can even download the textual content of the Library as a big concatenated document in HTML), file issues or fork it! You can even edit it online on Bitbucket, just click on the Edit link in the upper right corner!