Hi,
Thanks to make me clear. So, issue was in English terminology. For me, used terminology (set up) mean how module is already in console visible and you just should to 'set up' further module. If used term is 'add' (insert, aggregate, ...), it mean that I should to 'click' on top right 'plus (+) sign' and 'add' module to console with appropriate code. So, when I wrote that it not appear, that is what I mean. So, thanks to you, now is clear what to do further.
Thanks again.
P.S. - So, sentence should to look as follow:
"You can add (aggregate, insert) and set up ModSecurity module through OLS webadmin console if you like." or (more clear and precise)
"If you like, you can append Modules Tab in OLS webadmin console with ModSecurity module rules as follow:" (display rules)
Pay attention that further for CLI it is written as "append the following content to". Append document is the same meaning as "add" in console (certainly is not "set up").