Integrating MAX31855 with FPGA to make thermostat
The ".cpp" at the end of the filename gives you a clue. It's C++, which is what you program an Arduino in.

You can use that as a starting point in understanding the workings of the MAX31855 only. There is no code there that can be run on an FPGA without first implementing an entire CPU, RAM, Flash, peripherals, etc. 

Things you will need to implement in your FPGA:


A master SPI interface
An interface to your chosen display
Some process to request the data from the MAX31855 using the SPI interface and display it through your display interface.


You can use the C++ code as a "guide" for how to get the data from the MAX31855, and convert it to an actual temperature, but that's all.

For these kind of things an MCU is often a better choice, and implementing a NIOS II core may be a more desirable option than trying to do it all in Verilog or VHDL.