The dimmer is a typical variable resistor/potentiometer (pot). The center terminal is the wiper that moves along the restive element inside, changing the resistance between it and either end as the pot is rotated. The board’s dimmer terminals are non-polarized. This means that one board terminal should be connected to the center terminal on the potentiometer and it doesn’t matter which.
The other board terminal connects to either one of the outer terminals on the potentiometer. Connected to one end, the lights will dim when the knob is rotated clockwise. If connected to the opposite outer pot terminal, the lights will dim when the knob is rotated counterclockwise. Try connecting to one outer pot terminal and see if the knob dims the lights when turning it the way you would expect it to do so. If not, move the wire connected to the outer pot terminal to the opposite outer terminal, leaving the wire connected to the center pot terminal in the same place.
Based on the instructions, there’s no danger of an incorrect connection between the board’s dimmer terminals and the pot as it’s a passive component.