The onboard LED is tied to the GPIO 25. Here how to control it.
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The UART is often compared to a serial port (which is in facts very similar to).
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It allows to send and receives data from a device using the same interface like modem, GPS, termina. UART/Serial ports are used to creates point to point communication.
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When wiring a UART, the RX & TX connection must be cross-over like the schematic here below.