Hi Rahul
I think you are talking about interfacing these modules with something, maybe a microcontorller or something similar, is this what you want? If it is so, I would suggest you to go through EGs search bar, at top right corner, and type down your desired doubt. There are several contributions here which will help you out with the same.
Most of the modules that you are asking about mainly make use of serial communication, i.e. USART feature in most of the controllers.
Here are some links that might help you:
GPS: http://www.engineersgarage.com/embedded/arduino/arduino-gps-interfacing-project-circuit
GSM: http://www.engineersgarage.com/embedded/arduino/how-send-message-gsm-module-using-arduino
RF: http://www.engineersgarage.com/contribution/interfacing-rf-module-8051-microcontroller
Bluetooth: http://www.engineersgarage.com/contribution/arduino-based-home-appliance-control-using-android-phone
Good luck