The GMX WiFi module is based on the Atmel ATWINC1500 so its compatible with the Arduino WIFI101 library.



To install the Wifi101 library you need to go to the Manage Library menu option. Sketch->Include Library->Manage Libraries...



Then type in the search text area 'Wifi101'

And finally click install.
Once installed you are ready to go, you can try one of the examples that come with the Library.

Remember You need to configure the Wifi module with the correct pins of the Tuino, this is what you need to execute in the setup function your sketch

void setup() {
  WiFi.setPins(GMX_GPIO7,GMX_INT,GMX_RESET,GMX_GPIO4);
  ...
  ...
  rest of your code
}