To program the board, the software u should use are QuartusII and NiosII~i think the software was provided in the CD if u purchase the board.
Both verilog and VHDL has different keywords and
constructs.ie verilog : wire while for VHDL : signal, but the style to develop to code for those two language is the same where there are :
1~dataflow modelling ,2~behavioral modelling , 3~structural modelling
It depends on your algorithm which suit the best.
Though i would prefer VHDL because it was easier(i think~depends on u).
You could have control the operation for LED through VHDL(totally hardware) or u could use SOPC builder in QuartusII and use NiosII to control the operation(through software control).