Proportional Valve control + 4-20mA sensor read data

Using Arduino Project Guidance
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So I'm working on a project that will include a proportional valve and a digital pressure gauge that also feeds a 4-20mA signal for a data feed.

Here's the big caveat, I'm no programmer. I understand how all this works, and I can hack together a bunch of code that may or may not work - so I'm looking for some help or references to work with me (message me if so).

The proportional valve comes with a controller that accepts a 0-5v signal. I plan to hook that up the Arduino an a potentiometer to control the valve. For the digital pressure gauge, I'm not quite sure on this. It seems there are a few different methods, not sure the best option. I did see this article which uses I2C and a few additional pieces of hardware. Both of these need to work well, so I'm fine spending a bit of cash to buy the right hardware.

In addition to those two pieces of hardware, I'd like to get an OLED display to give me a readout from the pressure gauge, and some sort of data from the potentiometer. Not sure what can I data can be output other than PWM data so I'll need to figure that out - maybe analog input?

Here is a list of the hardware I have coming:

What suggestions might one have for Pots and OLED?

Coding is the part that scares me at the moment...

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Arduinos don't output analog 0 - 5 volt. It has to be done using PWM and filtering.
I2C is a handy way to connect such devices. I have a number of LCDs running that way and I'm pretty sure there are OLEDs using I2C too.
Current loop, 4 - 20 mA..... Analog reception, or a board? Not my best subject. Let's see what the other guys can tell.

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Railroader:
Arduinos don't output analog 0 - 5 volt. It has to be done using PWM and filtering.

I figured it would be using PWM...but what is filtering?

Thanks for chiming in!

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Filtering? Making the square wave pulses show a nice analog value. Smoothing pulses out...

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Got it! Is that done through software or hardware? I presume hardware...

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Unfortunatly, by hardware of some kind or the other. Either a collection of caps and resistors or a bit more costly DAC, Digital Analog Converter.