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You can use a SOPC design
without using the NIOS processor, you will need to provide your own Avalon MM (memory master) to control the system though. E.g. see this thread
http://www.alteraforum.com/forum/showthread.php?t=26904 (
http://www.alteraforum.com/forum/showthread.php?t=26904)
Alternatively you can start a non-SOPC project and include a MegaWizard generated SDRAM component. BUT here we are without luck as in QII 10.1SP1 I don't see any support for standard (= non-DDR) SDRAM for Cycone IV (nor for III or II ...). So you will have to 'extract' the one used in the DE0-kit, I suppose.