I am working on a new board design in which I am using DP83822 Ethernet PHY. I am trying to understand MDC (20) and MDIO (19) signals, how do we connect them ? and how to connect CRS (27) and RX_ER (28) signals ?. I don't think we connect these signals to Ethernet connector or ZYNQ.
These are standard PHY signals, also explained detailed in the datasheet. Did you read it?
The serial managment interface gives access to the PHY configuration and status registers. It may be connected to processor GPIOs, driven by your code. Without using MDxx interface, the PHY is limited to the initial configuration set by pin-straps.
CRS and RX_ER are optional signals of the MDI (media independant interface), apparently not used by the ZYNQ MAC.
In addition to the above, any data sheet of a Xilinx dev board carrying an RGMII PHY should also have connectivity info on the MDC, MDIO, CRS and RX_ER.
So it you can look at the board schematic docu as to how those signals are connected to the PHY and implement similar approach for your custom board design.