For fix error ImportError: no module named 'ssd1306'  you should download ssd1306.py library from official micropython repository for libraries – micropython/micropython-lib on GitHub https://github.com/micropython/micropython-lib and copy using pyboard tool.
Direct link on this library https://github.com/micropython/micropython-lib/blob/master/micropython/drivers/display/ssd1306/ssd1306.py

Steps:
1. Download library https://github.com/micropython/micropython-lib/blob/master/micropython/drivers/display/ssd1306/ssd1306.py
2. Use pyboard tool https://docs.micropython.org/en/latest/reference/pyboard.py.html for copy this file (ssd1306.py) on root folder on the board.
3. Try to run import ssd1306