How can I teach the students a package/module in a computer lab?
What you suggest is pretty typical for work in a lab. But I assume that you want them to know the package for a reason. You might tailor a few exercises that are related to that purpose so that it is an easy step for them from the lab to the intended use. 

It is also the sort of thing that might work well with pair programming if they need experience with that (they do, actually). Pairing will also free you up from answering simple questions that block students from forward movement while you only need to deal with more serious questions. Pairing is good in general for making everyone more productive. 

You can also save some time at the end for getting suggestions from students about how this package applies to their more general task. Just a check that they see the relevance.