BEM is an approach to writing styles by using class names for most of your selectors and adhering to a specific naming convention.
CSS Modules are closer to the idea of 'uniquely styled elements', where you are still writing CSS with whatever selectors you like, but as each element gets output as HTML (whether server-side or client-side) you are marking up that element with a unique identifier, then figuring out all of the CSS that should apply to this particular element and outputting the styles required for each instance of each element the styles apply to using their unique identifiers.
BEM could be a way that you organize your CSS whether you are building things in a modular way or not, where the idea of CSS modules is to ensure that you can build modular components that can:
Hopefully that explains the difference. I'm pretty sure you could use CSS Modules for modular 'scoped' styles whether you were using BEM for your organization or not :D