Hi,
In EDK part you have two types
1, XPS (for hardware platform)
2, SDK (for software platform)
You are using ISE design tools 8.2i in which inside XPS you can write c/c++ code for controlling you hardware...
in this case no need to use SDK for writing c/c++ code's(design without sdk) or if you want you can use SDK tool to write c/c++ code (design with sdk)
and you can check line by line of your code in SDk during implementation(if any thing goes wrong in code)
But in recent version of ISE (13 onwards) you cant write software codes in XPS(only hardware platform) they have removed, you have to use SDK (only software platform)