In MLA style, if each part of the name of an ethnic or national group is an independent term, no hyphen is used, regardless of whether the name appears as a noun or an adjective:
Many Native Americans live in California.
I am studying African American literature.
If the name includes a combining form, however, a hyphen is needed:
The book traces the history of Anglo-Americans in the United States.
Published 5 June 2018