Containers are considered 'wrapper's' of modules within a DotNetNuke page.
Your module has many different types of containers to choose from. To select a container, hover over the pencil Icon of the module that you want to wish to alter
Inside the module settings select the 'Page Settings' tab, click the 'Module container:' drop down and choose the container that you want to use.
By selecting the preview button you can view what the container will look like before you apply it.
Once you have the container that you wish to apply to the module select the 'Update button' to apply the changes,