You have purchased a LSM303DLH sensor module. To use it it must be connected to a microcontroller. From your link above I clicked on the link "Application Note". That note gives typical connections on page 9.
There are 3 different microcontrollers described that you could use:
Arduino: We have written a basic Arduino library for this LSM303 carrier board that makes it easy to interface this sensor with an Arduino. The library makes it simple to read the raw accelerometer and magnetometer data, and it has a function for computing the tilt-compensated heading for those looking to use this sensor as a tilt-compensated compass.
Orangutans: We provide an AVR Studio project (5k zip) that demonstrates how to use an Orangutan robot controller to interface with the LSM303DLM and make a tilt-compensated compass. The project is set up for an ATmega328P microcontroller, but it will work on other Orangutans with simple changes to the project configuration.
mbed: There is a library for using the similar LSM303DLH with the ARM mbed development board. This library was not written and is not maintained by Pololu, and it needs to be modified slightly to work with the LSM303DLM.
At the bottom of the note there are 3 references. I would recommend you get all 3 to study...you can't learn too much about your sensor.
1. STMicroelectronics, Inc. LSM303DLH sensor module datasheet
Finally, I'm sure you noticed your sensor is being replaced by a newer, better version. That's why it was so cheap.
"Clearance: This board is being replaced by the newer LSM303DLHC carrier, which offers improved magnetic sensing resolution and a wider acceleration measurement range. The new version is also 0.1″ shorter than the original, but it is pin-compatible with the original LSM303DLM carrier and can generally be used as a drop-in replacement. However, changes in I²C addresses and configuration registers mean that code written to interface with an LSM303DLM might need to be modified to work with an LSM303DLHC."