For the module at the head of the chain, connect it to micro:bit as follows:
VCC -> 3.3V or 5V (both works; using 5V make the LEDs a bit brighter, which is more preferable for some people.)
GND -> GND
DIN (MOSI or MO in SPI) -> default P15
CS (LOAD pin) -> any pin you want (default P16)
CLK (SCK in SPI) -> default P13
MISO or MI (default P14) is not used, but included anyway for SPI pins are reassigned together.
Of course, you can reassign these SPI pins in anyway you want; just use the setup block and remember to set the correct number of matrixs.