Can I make stand-alone NiosII system?

There should be a button when you perform the flash programming to tell the tools to ignore the system ID check. The System ID component is a simple little component meant to save you headaches when you accidentally have a mismatch between your .sof and intended hardware target (it's an oops detector). I highly recommend connecting it to your Nios II data master while you are the development stage of your project, once you get closer to finalizing you can remove it. It doesn't hurt to leave it in your system since it's a very small core (probably adds no more than 96 LEs to your hardware).