Something

(* board.ml *)

module Board =
  struct
    type t = int array array;;
    let create () = Array.make_matrix 6 7 0;;
  end

(* connect4.ml *)

let board = Board.create ();;

(* Sample compliation session 

fountainhead:~/src/ocaml/connect4 tyler$ ocamlc -c board.ml
fountainhead:~/src/ocaml/connect4 tyler$ ocamlc -c connect4.ml
File "connect4.ml", line 2, characters 0-12:
Unbound value Board.create
fountainhead:~/src/ocaml/connect4 tyler$ ocamlc -c board.ml connect4.ml
File "connect4.ml", line 2, characters 0-12:
Unbound value Board.create
fountainhead:~/src/ocaml/connect4 tyler$ ocamlc -c board.cmo connect4.ml
File "connect4.ml", line 2, characters 0-12:
Unbound value Board.create

*)