On that particular module I connected it as follows:

Left pin on module labeled 'S' to 5v on the righthand side of M5Stack (red wire)
Center pin on module (not labeled) to GND on the righthand side of M5Stack (yellow wire)
Right pin on module labeled '--' to pin 2 on the righthand side of the M5Stack (orange wire)
After you compile and upload the app tap the module to see the "Tap" message.

Since it's not an M5Stack product, did you verify it on an Arduino (Uno or other device) to see it working? Also, you might want to post your code to get more assistance.

That sensor looks like a basic digital low/high sensor. I have never used it, but I have been successful using pin 5 with a different digital sensor. Try pin 5 or pin 2.

Assuming you have the Core Black or Grey, did you try pin 3?

https://arduinomodules.info/ky-031-knock-sensor-module/