You need the module storage rack (I forget the exact name) near the gantry, with modules in it. You need at least one core module on the rack. Then select the gantry, and right-click the little window in the gantry info panel. Then you can click one of the core modules to put it on the gantry. That will open up the other windows to attach modules to the core that's in the gantry. Do the same thing with those: right-click on them to select the modules you want.