The board can be powered by the USB connection. For this, your USB must be able to deliver 500mA. In that case the power banks of the FPGA will not be powered.
Choose a bit-file to load the programmable logic part (PL) or a mcs-file to load the flash. The msc file contains the bit-file together with a first stage boot loader. Seehttps://deepjava.org/first_examplefor how to use these files on the Avnet MicroZed board. The files can be found in thedeep runtime libraryunder /rsc/