Soldering SMA to a Transceiver
That link goes to some useless splash page, not a datasheet.  However, there is a picture there, and it looks like this module is meant for soldering onto another board.  It also has thru-hole pads so you can solder wires there instead.

If you want to use this module, it would be best to use it as intended.  Put whatever connectors you want on your own board, which are then connected to the module with copper traces.  You should keep the distance of high frequency traces in mind.  It would be smart to lay out your board with external connectors right where the leads for them come off the module.

Look carefully at the documentation about what they require, or require you not to do, regarding a ground plane.

Otherwise, if you want to use this module in a one-off kludge, then you can solder short wire stubs to whatever connectors you want.