Depends on the module but most things will be done for you. I can only really talk about DnD5e modules but I imagine the others are pretty much the same. You can definitely just drop characters in and play without extra any prep. What I've found is left for the GM (besides learning the module) is typically random encounters and some handouts.
Random encounters won't have any sort of map prepared, the monsters will have character sheets so you can just drop them on the tabletop, but that's it. So if the book says "There's a Snorlax blocking the road" and you plan for there to be a fight, there won't be a map of a road with a Snorlax token, you'll have to prepare that encounter. Most of the modules I've seen have a blank page for random encounters if you don't mind that, but if you'd prefer there be an actual road, you'll have to find a map online and upload it or draw it.
The other thing is handouts. Magic Items, Npc's, locations with images in the module, and monsters will all have handouts pre-made. But I find myself making extra handouts for all sorts of things. For example if the book tells you to roll on an item table, there won't be a handout for whatever item you roll. There's usually a ton of npc's that are described but have no image so you might have to give them one if they're in the adventure for long.
If you have a player that has wild shapes or summons things, none of that will be prepared and you'll have to make it on the fly or talk to your player in advance.
There are several reviews/walkthroughs for modules on youtube. You should give those a look to see the basics of how a module looks and what it contains.