Where can I find VHDL libraries? Is there a library for a PLL?
A continuous-time PLL (phase-locked loop) is an analog circuit and cannot be described in a purely digital hardware description language such as VHDL.

However, it is possible to construct a discrete-time approximation to a PLL by using an NCO (numerically-controlled oscillator, AKA "DDS", or direct digital synthesizer) as the oscillator block in a PLL. You also need a discrete-time implementation of a phase/frequency comparator.

I have done this on several projects with a great deal of success. However, the details of the design tend to be very application-specific, and I doubt that you'll find a complete, turn-key implementation in any library.