Connect your led to any gpio you want + GND. In my case i used GPIO16 for green led and GPIO26 for red. When you are done, test it:

Create 2 simple python scripts for green and red led with following content:

• greenled.py

  from gpiozero import LED
  from time import sleep
  led = LED(16)
  while True:    led.on()    sleep(3)    led.off()    led.cleanup()
  

• redled.py

  from gpiozero import LED
  from time import sleep
  led = LED(26)
  while True:    led.on()    sleep(3)    led.off()    led.cleanup()
  

• And then test it. If led's are glowing, then everything works good.

python greenled.py
python redled.py