There is no way to configure CSS classes on a module using the module settings.
I have a lot of thirty party modules and I need to wrap these modules with custom CSS classes, this helps me to customize the appearance of the modules.
It would be beautiful to have a "Css class" field, into this field you can add one or more CSS classes separated with spaces.
Dnn offers two settings in the "Page Settings" options: "border" and "color", this 2 settings worked great 10 years ago when the design requirements where simpler, now we need to control the appearance using CSS classes.
There is another solution: using a specific container, but it's really hard to create a specific container for every CSS class I need to add to my modules.
Update: you can add in the header option a div with the CSS classes you need:
<div class='class1 class2'>
and add in the footer option the closing tag:
This solution seems to be a hack and is not elegant .. but it works.