SDA for the sake of those that didn't know much about electronics is serial data line while SCL stands for serial clock line. There are several communication protocols in electronics and majorly in micontroller the list include
SPI- SINGLE PERIPHERAL INTERFACE
I2C- INTER-INTEGRATED CIRCUIT
UART-UNIVERSAL AYSCHRONOUS RECEIVE AND TRANSFER
BLUETOOTH
WIFI

The display used in this project is called OLED which means organic light emiting diode. This display make use of for wire and the communication protocols is i2c I which the information is sent via SDA line and the master which is Arduino in this case uses SCL to set the rate of communication called clock. I2c or IIC. Was develop by Philip electronics and wire library is the relevant Arduino library to call while trying to use it and you will also need the address of the targeted slave.

I2c line different from Arduino types try to find out which pins support it on the Arduino type you want to use eg for uno and nano A4 and A5 is the relevant pins. Thanks