hi,
it is crazy idea to connect LEDs to all pins - MCU is not a device for LEDs blinking only (=
If be serious why do you not use , for example, UART to COM-port communication? In this case you will be able to read results of your program parts just on PC monitor.
As about LEDs:
- you may connect LEDs between pins and resistors connected to +5v (not GND); but I suggest you to use any buffer IC, for example 74244, 7407 etc;
- ports 0,2, 3.6 and 3.7 as well as PSEN and ALE pins are used for fetch codes from external ROM. So to indicate what MCU does, you may connect LEDs to P1 pins and rest six bits of P3.
Good days!