Workday has a built in Project Management capability with their FMS.
Our teams use this capability for requisitioning new project requests and budget approvals (governance).
For actual management we utilize Jira and have some integrations with Workday. You can use a third party USB integrator like mulesoft or a specific one like this one.
Finally, you may want to look into Kanban Zone. It wasn’t in the market when we chose Jira but it is simple but robust use of Kanban, Scrum and affordable as well. Not like the giant tools out there.
Good luck!