Hello, I see two products, please tell me, is there any difference in it other than the price ?
https://www.sparkfun.com/products/8942
and
There’s a few small cosmetic differences, but other than that, they are the same thing and work the same way. 
Hello, are there any examples of how to connect to the Arduino with a minimum of actions, I understand you need a shield or something else ?
Yes, check out the [hookup guide for our Weather Shield.](Arduino Weather Shield Hookup Guide V12 - SparkFun Learn)