Hi! PMODs are pretty robust.
Yes - you will need to connect the Ground of the PMOD to the breadboard ground (if you intend to use any GND connections on the breadboard).
Some PMOD connectors are "high speed" others are "low speed" and have a 200 Ohm resistor in series - this may be an unexpected extra current limiting resistor for such things as driving LEDs.
The one little annoyance is that they are unkeyed - so you can get your Power and data pins mixed up if not careful. Seems a bit odd for something aimed at the education market...
Be careful when probing, as a slip of the ground probe can short the power rail. My solution to this is to use a PMOD-TPH2 (
https://digilent.com/shop/pmod-tph2-12-pin-test-point-header/ ) that I have my logic analyzer connected to. They are cheap as so well worth getting a couple, and makes adding the analyzer into the mix pretty simple. MAKING YOUR OWN VERSION OF THESE IS AN EXCELLENT FIRST KICAD/CUSTOM PCB PROJECT - so much value for so little cost. A lifetime supply of these adapters for $2 plus shipping and a few dollars for connectors.
Oh, and also be aware that the DRIVE_STRENGTH setting on a FPGA pin is not a current limiting setting - don't try to use it as one (for example to limit current to an LED). Think of it as how much current can be sourced/sunk while still maintaining a the high or low logic level. For digital high level, the 15mA setting sort of means that when loaded with a 200 Ohm resistor the pin will still be at 3V. The short-circuit current may be much higher.
When connecting probes directly to a PMOD port I use a 2x5 male-male pin header block, missing out the Vcc pins. Keeps me from stuffing things up.