This might be a place to start
http://www.farnell.com/datasheets/309975.pdf

I have not used the rfPIC modules but I think we can figure it out.

A quick look at the data sheet.
Header J3 in the PICKIT1 needs to be used after removing the chip from the evaluation socket. My PICKIT1 just has holes for J3, if yours is that way you will need to bring wire off it to a bread board. Looks like J3 pin#1 is on the edge of the board.

Then after the module is programed it should be able to "stand alone" on the bread board.