VHDL: What will happen in case of "U" or "X" or "Z" signal?
U and X and Z don't exist on the input pins in real hardware.  The input at the IO pin will always read either 0 or 1.

For the case of leaving the input open circuit (Z), the input pin may read the value as either 0 or 1 depending on what the actual voltage level is.  One way to handle that case is to have a pullup or pulldown resistor on the pin so that it goes into a known state.

X usually represents a net driven by multiple drivers.  But in real life a multiply driven net will be at some voltage.  That voltage is measured by the IO pin and is determined to be either 1 or 0.