Are you refering to the PicoZed SDR? OR just the standard PicoZed? I am not sure about the PicoZed SDR, but the standard PicoZed kit can be used in the Zynqbook tutorials.
It seems you are unfamiliar with Zynq however and would benefit in going through a tutorial that specifically targets the hardware you will be using. Please go through the Developing Zynq Hardware and Developing Zynq Software speedways located here http://zedboard.org/support/trainings-and-videos
These two Speedways will give you an excellent understanding of Zynq Development.
Since picozed sdr board definition files are not available, so I chose zynq device part no and trying to implement first exercise - led example of zynq book tutorial. The problem I am facing is how to connect axi gpio to LEDs. I have added xdc file in the project with led pin details.
I was under the impression you were using our normal PicoZed Development kit. I would imagine the SDR kit would work however. Unfortunatly the PicoZed SDR is no longer supported by Avnet. All support for that kit has been moved over to https://ez.analog.com/
Please ask any further questions about PicoZed SDR over there.