If you want to implement some kind of processor in your FPGA, and it is not going to be the Pentium counterpart, you better drop the Pentium trail, as the processor is very complicated with its buffers, caches, jump prediction blocks, victim buffers, multiple pipelines, ..... , and so on, and so on. Take something easier to understand if you are not a specialist in this field. I think that ARM is a very neat core but it sure may be complicated for a non skilled designer.
You may start with something as simple as the PicoBlaze or the MicroBlaze.
Those designs are well documented on the Xilinx site and there are VHDL sources for PB available as well. Also there are lots of good designs on the opencores site. You may pick any of them and learn.
You may disagree, but internally Pentium processor is quite a typical RISC design, though externally it is considered to be a CISC proc. So if you learn any typical RISC architecture with some kind of a pipeline you may think of trying to mock the Pentium instruction set, but forget about the performance even comparable to Pentium. Pentium is a (very) custom ASIC design, so porting it to any FPGA will cost you an arm and a leg and the result will be rather disappointing.
Regards, yego