Tell us about yourself!
A LED can be connected from any of the digital ports using a 220 ohm resistor to the ground pin (or LOW digital pin) More info here: https://www.arduino.cc/en/Tutorial/Blink
Most of the time a breadboard is used to make assembly easier (there is more room on a breadboard and it uses power rails) and to get more current than the I/O ports can deliver (for example when using a servo or multiple sensors). Also some say connecting the sensor directly to the I/O will damage the sensor (see MitchellB30's comment), but I doubt this and I haven't had any issues with this.
Repair a Malfunctioning LCD
Denim Laptop Sleeve
Easy ultrasonic 4-pin sensor monitoring (hc-sr04)
$8 GPS Receiver Hack!
walnut and vw parts stools/ side tables
Easy Superhero Photo Booth
Physical USB Drive protection
Wake-up light (no arduino)