In the MyFirstModule go to security → create a new module role in that
In the module role give the necessary page access, microflow access, and entity access
Go to Project → Security → User role -->New (create a new user role) and enable the module role you needed to add for the user role
When you download any of the module from Mendix appstore, those modules only will get reflected in Module Status of ProjectSecurity. As per the screenshot, if you try to add new user roles in the MyFirstModule then you need to update the Project level UserRole access on that specific module under UserRole tab of Project Security.