Connecting an Arduino oled display without a breadboard
This is a very easy task, since this OLED display have only 4 wires. 

You'll need wires like these:



You can find them easily, search for "dupont wire" or "dupont jumpers". Maybe you'll need to solder one end of the wire to the display. Theses wires are in a ribbon, but you can strip them as needed.

Connect Arduino's GND to display's GND; 
    (usually this connection uses black wire)

Connect Arduino's 3.3v to display's VCC;
    (usually this connection uses orange wire)

Connect Arduino's A5 to displays's SCL;
Connect Arduino's A4 to displays's SDA;

You can connect the display's SCL and SDA to other arduino's pins, but you'll need to adjust the sketch to the pins that you've used.