Digilent Pmod IPs are only supported in Vivado and Xilinx SDK versions 2019.1 and earlier.
Additional Resources
Digilent Forum user jmw created a Microblaze port of the Adafruit GFX and Adafruit SSD1306 libraries for the Arty, which likely can be made compatible with the Pmod OLED. The original Forum thread is available here.