Introduction to the Digilent Nexys Video
A great way to get an introduction to your development board is to watch
this video. Of special note is that the Nexys Video has a massive amount of RAM - 512 MB! Considering computers often have only a few GB, that is a significant amount of memory. However, the interface to this DRAM needs to be set up by you, the programmer of the FPGA.
Also, on the Digilent website, you will find many tutorials which give VHDL code for many different example applications (i.e. controlling the OLED display, the HDMI, etc.). However, realize that those examples are all written using Verilog instead of VHDL.
A good read on how the Digilent Nexys Video is actually programmed can be found
here.