Hi,
Thank you for pointing the issue with the link. I've updated it on our documentation page.
The filtering system in HikaShop is meant to filter the products of a listing of products displayed through a menu item.
So it won't help for the modules.
What Mohamed proposed is to set a specific second category in each product so that you can select it in your modules.
If that's fine with you, that's a solution. That just means that each time you change a product from free to priced or vice-versa, you need to change the second category of the product as well.
The JoomlaXTC module apparently can do the filtering on the listing is displays on the fly, so it might be a good alternative if it works. Otherwise, you can always contact the support of JoomlaXTC to see with them if they can fix the problem or if there is a problem in the settings of the module.