I have the Xilinx Spartan-3AN Starter Kit and I need to use the on board DDR2 SDRAM (MT47H32M16CC-XX). Until now I only used Static RAM and this type of memory is new for me. Can someone explain me how this memory works? What are the differences compared with a SRAM?
Given the lack of detail in your question, here is a brief generic overview.
SDRAM, like SRAM, is a memory. To write to it, you present an address and some data, and to read from it, you present and address and get some data back some time later.
However, unlike SRAM, SDRAM requires both initialization/configuration at startup as well as ongoing refresh activity in order to operate correctly. Also, the internal structure imposes a multi-level addressing scheme involving banks, rows and columns. All of this means that you need to have a controller for the SDRAM inside your FPGA that manages all of these activities while working within the timing and sequencing rules imposed by the SDRAM chip. This controller generally takes the form of a fairly complex state machine that runs at the same speed as the SDRAM interface.
Xilinx provides a SDRAM controller generator as part of its design toolchain, and in some FPGAs, there is a dedicated, or "hard core" memory controller.
Practically, the main difference is that a SRAM controller is something you could write yourself in HDL. A DDR2 controller is orders of magnitude more complex, and so no one writes one themselves.
After you learn more about DDR2, You'll need to learn about Xilinx's Memory Interface Generator (MIG). This is a tool that is part of Core Generator, which is included with the free Xilinx ISE WebPack (all versions).
Here is a document that covers MIG for Spartan-3s (and several other older FPGAs). http://www.xilinx.com/support/documentation/ip_documentation/ug086.pdf
Definitely start looking that over. Then open 'Core Generator' and create a new project with your exact part number, package and speed grade. Then locate the MIG in the list of IP cores and double click it - this starts the MIG wizard. The wizard will give you an idea of all of the constraints and considerations involved in setting up the controller.
If you are using a development kit, all of this information should be available. If you are designing a new board with DDR memory, good luck!