Connecting is pretty straightforward like the other modules, difference is an extra input lead.
From e.g. here: Module interface description:
So, 1 and 2 connect to your power supply that matches the voltage of the logic of your microprocessor (5 V) as this must be linked to 5 and 6 which are connected to the endstop signal and ground respectively.
As for the sensor, blue is GND, black is signal (PWM) and brown is power as seen in e.g. this answer.
This is a bit of an addendum to 0scar's answer, as I didn't want to edit it in to his post.
For completion, the sensor's internal schematic is on the side of the sensor itself1:
However, the complete diagram, taken from Instructables - Enable Auto Leveling for Your 3D Printer With an Inductive Sensor (Marlin Firmware), can be seen here:
1 Taken from this image, which was on this product page, 4mm Inductive Proximity Approach Sensor Switch PNP NO DC 6-36V 200mA Cylinder:
There is a bit more to the schematic, which can be glimpsed here (on the left hand side):