Correct 4-pin Oscillator connections
Oscillator modules are quite compatible with PIC CLKIN pins. Just make sure that the power supplies are compatible i.e. don't use a 5V module if the PIC is running from 3V3. The one you linked to is 3V3 compatible so presumably your PIC is also running from 3V3?

You won't need C1 and C2 - they are needed when a XTAL is used.