Do I need to create a client module for the central device to establish connection and receive data from a peripheral device?

[developer]

I want to establish BLE connection and have a central device receive data from a peripheral device. I am using the Heart Rate Collector as an example and notice the main file uses a ble_hrs_c.c file that is the client. What is the role of the client module?

[endnode]

This is just the way how Nordic organize their SDK. They provide some modules and libraries (very few in binary form only but mostly in C+H source files) so that you can use them in your custom FW if you like. Then many examples are just simply "main" wrapper around these libraries to show how to use them. If you like to hash all your source code to 10,000-line main.c you are free to do it;)