If you are new to OpenMRS and would like to see what is possible, then download the OpenMRS X.X Standalone Edition from http://openmrs.org/download/ which contains a pre-configured reference application with sample data that is ready to run in a single command. This is not meant for production use as the embedded components are not robust enough for the growth in data collected.
If the reference application provides all the modules that you need, the next step is to set-up n enterprise ready installation using a dedicated application server & database in which the Platform x.xx WAR (for Enterprise) can be installed. The modules for the reference application above can be downloaded as a zip file from the standalone edition above.
The last option is the most complex, and is for those implementors who want to install the enterprise edition but have control over what modules are installed or even what versions. In this case the OpenMRS distro platform is your best choice (https://github.com/openmrs/openmrs-distro-platform) which allows the building of a custom WAR file that includes the modules that you need.
The modules are defined in the pom.xml file and are accessed from the OpenMRS Maven Nexus repository (http://mavenrepo.openmrs.org/nexus/index.html#view-repositories;modules~browsestorage).
An addition to this project is for modules (pending review) but currently available at https://github.com/ssmusoke/openmrs-distro-platform is the ability to include custom modules (*.omod files) by dropping them in a folder called modules.