I am on very basic level and need help regarding the connection of MRF24WG0MA wireless module with nexys 3 spartan 6 or virtex 5. please help me in this regard
you'll have to build another board with a pmod connector on it to mount the MRF24WG0MA module on, or get this board (hopefully you know how to solder surface mount components).
Then you'll have to supply power (bench supply?) and connect the headers (through wires?) to one of the PMOD connectors on the NEXYS3.
you have to write interface/controller code for it in the FPGA. Beyond that I don't know anything about using those kinds of modules. Mostly those types of modules are controlled by a micorprocessor with driver code for the module. The FPGA usually is only the physical interface to the module. Perhaps you can build a Microblaze system.