Connect FPGA without FMC connector to external ADC board
For 500 Msps data rate you would need to use differential signaling. The 2x20 IDC-type connector on the Anvyl Spartan-6 board is not designed for this rate nor for differential signaling, and also has 200-Ohms series resistors, which will kill the speed.

What you can try is to replace these resistors with something like 22-33 Ohms, and re-configure the Bank2 to LVDS signaling, using proper pairs of pins. And obviously you would need to design your own ADC board with front end. 

Unfortunately, the 2x20 connector doesn't follow the preferable G-D-D-G... differential pattern, there is only one ground pin, so the whole proposition to use this connector for 500Msps rate is very questionable. I am afraid you need to consider a better FPGA board for 500 Msps rate.