DE0-nano I/O with TTL cable
Your adaptor cable connects to a USB port at one end and provides a UART-style serial port with LVTTL levels at the other. The cable converts USB communications into a UART serial port.

You will need to implement a UART core within your logic design for your FPGA. This will receive serial data from, and transmit serial data to, the UART in your cable.

Then you can drive the DE0-Nano LEDs and so on, just as you want to.