GPIO stands for general-purpose input/output. You will find 40-pins for all current Raspberry Pi boards. Any of the GPIO pins can be configured by the application programmer in software as an input or output pin and used for a wide range of purposes.
The pin diagram of Raspberry Pi board is shown in the following picture.
The schematic diagram for this project is shown in the following picture.
Make sure that PI is NOT powered on. You should connect the GPIO 17(pin 11) to one end of the resistor. The other end of the resistor should be connected to the +ve end of the led. The led has two leads. The short lead is having -ve polarity and the long lead is having the +ve polarity. The -ve end of the led should be connected to GND pin on the Raspberry Pi which is pin 9. Once you make all your connections your setup should look like the following. Once you made all your connections, then power on the Raspberry Pi.