ykhuang21 wrote:
You had mentioned that I should connect in the asyncronous serial interface and set the serial port settings to 19200, but I do not know how to do it. Can you please guide me through it? Thank you so much.
I'm not familiar with the development board you have or the microcontroller used so it would requite me some work and time to learn how to configure the serial registers etc...
Are you familiar with 8051 and have you done programming with it before ? If not I would recommend you find someone local that can guide you in the first steps. I'm sure google could also provide you many tutorials on the subject so I suggest you try that. Of course I could do that too but as you are the one having the problem it would be more appropriate if you also did the work

Also I suppose your development kit should come with example source code for this kind things.
ykhuang21 wrote:
I have changed my interface to parallel communication. But I still do not know how to write the program on page 5 of the datasheet. Please help.
Page 3 in the VFD module datasheet in section
Parallel communication shows how to connect the display with parallel interface and also the timing diagram is shown which tells you how you need to manipulate the pins of the microcontroller to send commands and data to the display.