Hi James,You can use the individual cathodes to balance the brightness of each LED (or turn them on/off individually) , or you can do what I did and just strap them all together to make life easy. With a supply of 3.5v or less you can just connect the +ve to the anode and the ground across all the cathodes. The LEDs are spec'd for 15mA each, so this is the figure you would use to calculate the series resistor if your voltage is more than 3.3v. If you connect all 6 LEDs together then don't forget to reduce the resistor by a factor of six to compensate (or use 15*6=90mA as the total current for doing the calculation in the first place). You don't have to run them flat out at 15mA if you don't need to, they'll be visible from probably 5mA on up.
Unless there are resistors in series with each LED on the module, you should not connect all of the cathodes together. The LED forward voltage will not be perfectly matched between all of the LEDs. So, if all LEDs are in parallel, they will not be running at the same current level. The only proper way to handle this (for long lifespans), is to put a current limiting resistor in series with each LED.
Running LEDs at a constant voltage, without a current limiting resistor is also a very bad design practice, as there is no way to predict what current they will see. They are meant to be run in constant current mode.