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hello,
now i don't know how to connect the eclipse cdt with my processor using architecture of altera..
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Eclipse is an environment for coding, compiling and downloading. It is a generic environment and can be used for any processor. So, if you want to use it for your zpu processor, then you should prepare a library of drivers (= software programs that zpu will use to communicate with the peripherals in your specific project). I am sure they may already be available on zpu source sites. Else, you need to code drivers. Please also go through Eclipse documentation in this regard.
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and the connection between the processor and led..
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Once you are done with a software library of drivers, this is pretty simple. Your software library will also contain zpu drivers to communicate with led ports (actually LED is just one device from a family of devices which are driven by single ttl/otherwise lines). You will have several functions in your library (which you will have coded yourself) to control and monitor status of LEDs like LED_Read, LED_Write etc.
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simply i dont know how the whole system works..can someone guide me step by step??
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Though this is not very tough, it is important that you spend some time coding drivers. A deep perusal of NIOS drivers will be a good start as also the way libraries should be coded in Eclipse.