Analog Devices provides a small adapter board (ADALM-UARTJTAG) to be used for JTAG and UART, in order to make that easier for programming and debugging. You are encouraged to use this on your designs for the same reason we do - the standard JTAG connector is huge, and there are times where good old fashion console UART is valuable for doing debug. The 1.8V supply on the connector above is the I/O voltage, and can be used anywhere between 1.8V and 3.3V.
In the box, you should have received the UARTJTAG board, ribbon cable, jumper, and Samtec FTSH-105-01-L-D 10 position dual row 0.05“ through hole pin connector.
The PCB includes a jumper, which forces the Zynq to HALT on JTAG. This is great for halting, and not allowing anything to run, but does does pull down a chip select for SPI flash, and will not allow the SPI flash to be found by the on chip bootloader, or by U-Boot. (If you are loading a U-Boot over JTAG).
The pin connector is likely inserted into the ribbon cable:
but can be removed, and either soldered to the PCB, or left in the ribbon cable, so you don't loose it.