How Do I Control the Onboard LEDs of My Arduino Nano 33 BLE Sense?
There are 3 LEDS on the Nano 33 BLE:

A power LED on pin 25 (yes, you can turn off the power LED programatically);
A built-in LED on pin 13;
An RGB LED with red on pin 22, green on pin 23, and blue on pin 24.

In the variant file, they are given names:
#define PIN_LED     (13u)
#define LED_BUILTIN PIN_LED
#define LEDR        (22u)
#define LEDG        (23u)
#define LEDB        (24u)
#define LED_PWR     (25u)

The power LED and the built-in LED are active-high, ie. you need to set their pin to HIGH to turn these LEDs on. The three LEDs in the RGB LED, however, are active-low.
This isn't well-documented as far as I know, and some example code snippets have it wrong too. A quick look at the schematic helps.
Also, as StarCat mentioned, you need two delay()s to make an LED blink.