Reading brain waves with Espruino

Do you think I could try it via a module?

I'm not sure I understand the question? If you were getting actual data over Bluetooth then maybe you could have pushed it into the software module and got something useful, but you say you're just getting all zeros?

I have not really understood how this works with the modules

Honestly, there's no need. You just do require("modulename") and the module is pulled in from the internet automatically.

All you need to do is copy the few lines on http://www.espruino.com/Brain and everything will work automatically.