Hi there! I'm also doing a project related to gsm modules, and i'm using sim340.
AT commands are standard commands used to communicate to a gsm module. You can do an initial test by connecting the module to a computer and check its response using the hyperterminal. check if the module has rs232 interface, and if it has, you can connect it directly to your pc. Power the module. Some modules have 'power on' key which is needed to make the module work. It is a tact switch which you just have to press for a short time. Now, Open the hyperterminal and type AT. it should reply with ok. then, you can try other AT commands that are available in AT command manuals that are available in the internet. Once you are sure that the module is working and you are able to make it work with a pc interface, you can connect it to microcontroller.
connect the rx pin of the module to tx pin of microcontroller and the tx pin of module to rx pin of microcontroller. check if you need to have a common ground. now, you can access the module by sending commands via the uart.