Is it preferable or to split up files, or does it make no difference?
That depends on many factors; with preferences of the authors not the least of them. Since it's your project, the most important question to ask is "do I prefer many files, or a larger single one?".
Is the preferable way to split via modules?
It's the common way. Whether that's preferably for your project? Who knows. Tell us.
Where are the modules kept?
Not sure what kind of answer you are looking for. Files? Disks? Storage arrays?
Do the modules need to be compiled?
No.
Is there a naming scheme for project/related files?
There will be if you make one. If you decide not to, there will not be one.