Particle is Arduino like and most things translate easily but it really is just something you'll have to pickup as you go. As for the oled check this thread and find @peekay123's port of the adafruit libs. I think there are even examples of how to wire it. If not msg me and I'll shoot you a pin map of my setup. There are examples in the port on @peekay123's github.
To use external components you will either use native commands to write a pin high (on) or low (off) for more complex devices (like oled) you need a library. Think of a library as a driver and the software to control it. It is important to understand the comms layer your device will use as that determines how to hook it up. The oled you have supports i2c and SPI. Each has its pros/cons but pick one and hookup according to that and make sure your pin definitions match it. I am happy to throw together a quick write up for the oled and a photon if you don't get what you need from that thread.