Ron,
I would like to clarify a few of the points that have been made in the replies to this thread.
Regarding where to find the module code/solution
If you have installed the modules with the course code you should fin all source code in the DesktopModules folder. Depending on how the module was developed you might have a .sln file in the respective DesktopModules folder, otherwise, you will need to edit them via the DotNetNuke sln.
Regarding the need to compile or not compile:
if you are working with a module that uses the WSP model, where the source code is fully deployed and you are not including .dll files in your installation packages you will NOT need to build/compile the project You can easily identify modules that use WSP as they will not have their own solution files, they will all be folders under the standard DotNetNuke soution file.
If you are working with a module that uses the WAP mode, where the installation package doesn't include any .vb (Or .cs) files and does include a .dll file, you will need to build/compile the module before you can test the changes. You can identify these modules because they will have their own solution files that only include the current project.
Regarding development -> staging -> production
The configuration of an environment like this can be very complex, depending on your exact needs. I have no need in my environments to sync data between the three enviornments, they are simply used to test module development and to prevent errors. They have similar modules installed, but they do not have exact replicas of data. I push changes from one environment to another by creating new installation packages for each of my updated modules.