GSM means Global System for Mobile communications, or cell phone. (
https://en.wikipedia.org/wiki/GSM)
The first device is a GSM module that could be used to send or receive data via the mobile network, and is intended for prototyping.
The second device is a GSM module that has a USB interface, and is intended to plug into a computer to provide internet connection via the mobile network.
All GSM devices are transmitters and receivers, but they transmit and receive to the GSM infrastructure which is the mobile network that you have to pay for in the service provided on a SIM card.
You can use GSM devices to send data to other GSM devices via the mobile network, or you can use a GSM device to send data to the internet, also via the mobile network.
If you want a single point-to-point radio link, look at 433 MHz transmitters and receivers.
Collecting mobile data via GSM works fine, if that is what you want to do. Point-to-point radio frequency links work fine as well.