Hey @9xpad, I'm pretty new to modular too but, -- what @Greenfly said, I'd second. I have the Doepfer A-135-2 Quad VCA and was also confused at first. You need to feed an audio signal to the IN, feed the OUT into your mixer that sends the audio out to whatever speakers or external sound source you have. Set the mixer level to something audible, but set both VCA knobs to zero. Plug an ADSR envelope or LFO output into the "CV" jack on the VCA module, then slowly dial up the "CV" knob until you start to hear something. Whatever envelope you're feeding in should now be modulating the audio signal -- so if it is an oscillator drone, say, with a cycling sawtooth LFO applied, it will start chopping itself up into the sawtooth shape accordingly.
If you're getting clicking, whatever you're feeding into the CV probably has zero attack/decay slope (like a rectangle wave). Use a softer wave or slew or ADSR type envelope generator to eliminate those. You might also have something dialed in too high.
It took me a while to get used to, because I was so used to audio sources that had triggers/gates built into them fundamentally -- you trigger the sound, and it already has some kind of envelope controlling the audio applied. With a lot of modular it's just the opposite. The sound is always "on" and you have to engineer backwards to mute and control it. It's super fun but takes a little getting used to, and I still have plenty more to absorb/learn, bc like Lugia mentions there's other uses for VCAs as well.