On the page that you cite they say
If, say, you need MORE blinky, you can chain these together.
For the second shield, connect the DIN connection to the first panel's DOUT.
Also connect a ground pin together
and power with 5V.
There you go!
You can chain as many as you'd like although after 4 or more panels you may run low on RAM if you're using an UNO. Watch your power usage too, you may need a 5V 10A power supply for so many of these!
Related:
They also say:
There is a single data line with a very timing-specific protocol. Since the protocol is very sensitive to timing, it requires a real-time microconroller such as an AVR, Arduino, PIC, mbed, etc. It cannot be used with a Linux-based microcomputer or interpreted microcontroller such as the netduino or Basic Stamp.
Our wonderfully-written Neopixel library for Arduino supports these pixels! As it requires hand-tuned assembly it is only for AVR cores but others may have ported this chip driver code so please google around.
An 8MHz or faster processor is required.