SFF SDR: How to implement a simply program in the FPGA
The reason for all of the errors is your ucf file refers to a bunch of nets that do not exist in your simple design.  You either need to:

1.)  Comment out (or remove) those references from the ucf

or

2.)  Include in your design all of the nets and components that the ucf refers to (and make sure they are not getting optimized out in synthesis).  

Not knowing too much about your specific board I would recommend the former.  In that case your ucf file will be very simple.  One line for each of the 5 led ports connecting it to the appropriate pin.