FCC certification generally applies only in the United States, as FCC stands for the Federal Communications Commission. Similar rules for other regions (especially in regards to radios, EMC and safety) have different names - e.g. RCM (Regulatory Compliance Mark) for Australia, which is administered by ACMA (the Australian Communications and Media Authority).
You're usually only interested in FCC if you're intending to operate in the US market, although as usual, compliance can and will be affected by any modifications you make to the module. So while the module itself is complianced, your design including the module may not be.
