The UART0 does not appear on the JTAG as a debug UART. You can set up the JTAG-UART on the DDC, although I'm not sure if that's what you want to accomplish. I found the following post that outlines the process of setting up your XSDK project for JTAG-UART:
https://forums.xilinx.com/t5/Zynq-All-Programmable-SoC/JTAG-UART-on-Zynq-Howto/td-p/549541Summary:
1. Change SDK BSP standalone settings for stdin/stdout to "none" (DCC won't work with stdin/stdout and print/xil_printf etc., you will need to regenerate BSP sources)
2. Replace the xil_printf() call in the example with my own dcc_printf()
3. Start GDB session via Debug As -> Launch on Hardware
4. Open JTAG UART server/terminal by executing "jtag_terminal dcc" in the SDK XMD Console