Hi @donald,
If you want to blink LEDs on the board, you can do so by following Digilent's guide here: https://digilent.com/reference/programmable-logic/guides/getting-started-with-ipi.
There is a demo using the on-board audio for the Zybo Z7 available in it's Resource Center here: https://digilent.com/reference/programmable-logic/zybo-z7/start#example_projects, if you wanted a reference project that more generically detects sound input.
Speech processing/recognition on the other hand is not easy nor does Digilent have any sort of reference material for it. I found a couple of articles that discuss speech processing of some variety on a Xilinx SoC system here and here though.
Thanks,
JColvin