Development Kit

can't you download that sof file from your JTAG cable?

I would like to make sure if you understand these steps

step1: sopc builder

you need to make NiosII system. creating *.ptf ( it already exist, right?)

step2: QuartusII project compile

you need to make QuartusII project to fix your spec in your FPGA.

and compile it into *.sof ( it already exist, right?)

step3: NiosII project

after step1 you can also create NiosII project based on *.sopc file which you have created on step1.

step4: download *.sof

you can download *.sof file in several way such as JTAG, EEPROM, FPP, etc.

easiest way is JTAG.

step5: download NiosII program

after step4. you can download NiosII program, that may tell you "hello NiosII".

so, now you know which step you have missed.