Please follow these steps:
Select File | New | Design from the main menu.
Select Add existing Resource Files.
Click Add Files button and select the source files that represent xilinxcorelib library.
Click Next twice. Specify the design name (if any).
Specify xilinxcorelib as a name of the default working library of the design.
Execute command in console window:
acom -o -work xilinxcorelib $OPT -f ./src/xilinxcorelib.opt
All the files will be compiled automatically. A library named Xilinxcorelib is created with file Xilinxcorelib.lib file in your design folder. You can then attach this library as global or local library in the Library Manager.
You may find more details about libraries in Active-HDL Help: Contents tab | Active-HDL Help | Using Active-HDL | Libraries.