I am logged in as an administrator and within the Administration module, I can go to the HR Admin role (or any role or group for that matter) and click on Priviledges, but Human Resources module is not listed.
This is standard behaviour. The HR module has been locked down a bit tighter than the rest. Even if you are an administrator you are not necessarily supposed to see, or allow other people to see other people's HR data. Therefore, only the SA user has access to these privileges in Administration.