Filtering received frequency signal
The datasheet says, 


  ...the frequency of signal originating at the mixer output is proportional to the speed: 44 Hz corresponding to a movement speed of approx. 1 km/h.


This implies that 


There is demodulation implemented in the module (by the "mixer" that was mentioned)
The signal delivered to you is somewhere in the DC to kHz range.


The only filtering you would want to do is low-pass filtering, with a cut-off frequency determined by the highest speed target you need to detect. You might do band-pass filtering instead if you don't need to detect a stationary or near-stationary target.

In any case, 24 GHz through that 3-pin 2.54-mm electrical interface would be absurd.