Entity blocks if you are in the land of VHDL
Modules if you are in the land of Verilog
Two names for the same type of structure...a self contained unit of code that does something useful, hopefully, and has a set of inputs and outputs to interface with other such units or other chunks of code.
Regardless, if the OP is in Xilinx land use AXI4 or AXI4-Lite, if they are in Altera land use Avalon, any other vendor just pick something with enough bandwidth and use it.