Adding Multiple Files to a project

Assignments -> Settings -> Library and point to directory. This only tells Quartus where to look, so if a file instantiates a block called pico, it will look in this directory for design files with this name, such as pico.vhd, pico.v, pico.bdf, etc. If your file names don't match the entity/module, it won't work. (Many people recommend manually adding them, since it avoids the possible errors of Quartus pulling in the wrong one, but that's pretty unlikely)