Starting with pic programming dspic30f2010
From a quick look at the first link, it seems this board has some kind of programming function built in.  That means it should come with software to send the necessary commands over the serial line, then special hardware on the board will wiggle the PIC programming lines appropriately.  You will have to get this info from the manufacturer or the reseller, which could be Futurelec in both cases.

The reason the datasheet doesn't go into much detail about how to program the chip is because there is a whole separate document for the called the Programming Specification.  A number of similar chips use the same programming protocol, so they document it once.

I have some general de-mystification about PIC programming at http://www.embedinc.com/picprg/icsp.htm.