The Terasic DE10-Nano board is based on Altera Cyclone V SoC chip. It is a hybrid of ARM processor and FPGA that lets you do amazing things, among which is run cores of vintage computers. But as always it is good to start with making a LED on the board blink.
When you purchase this board it comes with a micro SD card that is already preinstalled with Linux. You only need to connect power (which is also supplied), HDMI cable and a microUSB to USB adapter. The USB-OTG (On The Go) that can connect a keyboard and mouse.
You can get the user interface of the Linux machine inside Windows without connecting HDMI and USB-OTG. For that use VNC viewer and connect to the same IP (192.168.7.1). SSH also works. Default login is root with no password.
However this is optional as you can also install a RNDIS driver (also provided on the SD card) that will enable networking by connecting the DE10-Nano board to your Windows machine. Then you can navigate to http://192.168.7.1 and browse the website that runs on the DE10-Nano itself.
To get the led blinking just click on the Blink The LEDs link, and you are all done!
Well, if you want to see some code it is also possible. Intel Altera website provides a nice tutorial on how to get the GPIO working inside Linux. Also a lot of other information is provided on this page to get you started.