There are no dumb questions ;)
The CPLDs and FPGAs that you have on the development kits are soldered and can't be removed. ZIF sockets as we used to see them on old microcontrollers or EPROM programmers are not common any more.
Today's Altera components can all be programmed in circuit using a JTAG connector, so most projects just use unprogrammed chips and program them during the manufacturing process. Also remember that only the CPLDs can be "burned" and retain their configuration when the power is lost. The FPGAs use RAM cells to hold their configuration, and require an external flash device to be configured at power on.