Enabling USB communication with MAX II Development Board?

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For a project not based on auto-generated files, it sure has a lot of files that look like this:

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Inspect the top entity more thoroughly. The said file is an instance of the altufm_parallel MegaFunction. You can review the parameters by opening the respective block in the schematic editor.

You also should get an overview of the example designs functionality first. UFM means user flash memory of MAX II, if you don't want to use it in your design, you don't need to care for.