Digital + Audio Microphone Module Z6336A 
Altronics sell this as Z6336A Microphone D+A Module For Arduino , the antistatic packet it came in is labelled Funduino D+A Microphone Module.
This version has a 4 pin 0.1 ” pitch right angle header. There is a power LED, a multi turn trim pot that sets the digital output threshold level for the pin D0 and the  LM393 comparator output has a status LED.
The circuit board has a Keyes label and is also known as Keyes Sound Detection Module KY-038 and Keyes Ky-037. The 4 pin version has audio and digital output, the 3 pin version has digital output only.
Supply voltage 3 – 5V DC. M3 mounting hole. Data sheet with sketches
Pin 1 AO Analog output
Pin 2 Ground
Pin 3 +3 – 5V DC
Pin 4 DO Digital output

There are several limitations with using this sensor module:
The Arduino analog input needs to be biased at 2.5V DC to allow the maximum AC voltage swing, but the DC voltage on the A0 pin is varied by the D0 comparator adjust. If the multi turn trim pot is adjusted anto clockwise until the comparator LED goes out, the DC voltage on the A0 pin is about 2.5V DC.

The Arduino Digital + Audio Microphone Module circuit has design limitations, the output DC bias varies with the comparator adjustment and it does not provide enough gain of the audio signal to allow for maximum resolution of the sound. The circuit in this link will give a wider range of signal amplitude when using a microphone to control an Arduino project such as a mood light.  This circuit is better for projects that use a sound input to control variables such as LED colours, but it does not have a comparator output D0.

ThisYouTube tutorial Sound Sensor Module KY-038  tutorial
a circuit diagram for the KY-038 module, describes how to set up the digital sound threshold.

Tutorial shows limitations of module then makes a sound level meter with an OLED display.

What will be provided is a microphone amplifier module with adjustable gain but fixed ideal DC offset output of 2.4 V DC and a comparator with threshold adjustment for a D0 output.

This is the basic LM386 microphone amplifier circuit, but it does not DC output bias to suit the Arduino analog input.

Page updated 25 May 2020