Follow the steps in this order, to avoid damaging the components:
Connect the EVAL-ADRV9002 FMC board to the FPGA carrier FMC socket.
Configure ZedBoard for JTAG boot mode (mode MIO[5:2] jumpers in the position 0,0,0,0).
Connect USB UART (Micro-USB) to your host PC (J14).
Connect USB JTAG (Micro-USB) to your host PC (J17).
Connect 12V power supply to barrel jack.
Turn on the power switch (SW8) on the FPGA board.
Build and run the project using the steps shown in here.
Observe console output messages on your terminal (use the first ttyUSB or COM port registered).