Displaying different numbers in 4-Digit 7-Segment Display using VHDL
They are multiplexed.
This means that you have to drive them in sequence.

You have to output on pin SEG0-7 what you want on the first digit.

Then you enable DIG1. wait a little bit.

Then disable DIG1 and output on pin SEG0-7 what you want on the second digit

Then you enable DIG2. wait a little bit.

Then disable DIG2 and output on pin SEG0-7 what you want on the third digit

Then you enable DIG3. wait a little bit.

Then disable DIG3 and output on pin SEG0-7 what you want on the fourth digit

Then you enable DIG4. wait a little bit.

Then disable DIG4 and start over.

This is likely to be implemented as a state machine.

Depending on your choice of the clock for that process, the digit could be blinking faster than your eyes can notice. This would give the illusion that they are all on when in fact only one digit is enabled at a given time.