Are you talking about MicroZed or ZedBoard? They are two different boards.
In regards to the MicroZed, you need to specify if you are purchasing the Eval Kit or the SOM versions. If it is one of the SOM versions, then all you get is the board as that is intended for people purchasing >1 units to install in their products where they don't need all the extra stuff.
If you want the extra stuff, then purchase the Eval Kit version, AES-Z7MB-7Z010-G.
As shown on the product page http://avnet.me/microzed, the Eval Kit includes:
- MicroZed board
- Micro USB cable
- 8 GB μSD card
- Getting Started Card
The Xilinx tools must be downloaded and licensed, but the license is free for the 7010 and 7020. In terms of Getting Started, I suggest you start with the MicroZed Getting Started Guide found here: MicroZed-Getting-Started-Guide