When the DHL Versenden / Shipping module has been configured correctly, no additional shipping method for DHL is visible the checkout. This is normal.
The module does not create new shipping methods but instead uses the existing ones in Magento. Activate the shipping methods that should be processed via DHL in the box "Shipping methods for DHL Versenden / Shipping". If one of those shipping methods is selected in the checkout, the activated DHL services will be displayed.
The shipping costs need to be configured directly in those shipping methods.