It is the best way to step into the Arduino world from its I/O pins. The LED is the best choice to help you learn I/O pins. What you need to do is connect the LED module to the Base Shield D ports and download the very basic program to the Arduino, then you can lighten the LED, as your first step into Arduino.
Besides the very basic usage, you can make the LED blink with the frequency you want, thus the brightness with PWM. Actually, it is the most popular used for human interface. Elecrow has prepared three colors of the LED, including red, green, and yellow, so you can also create your traffic light or flash LED circuit.