HELP, how to store data into the memory(example flash or any memory on my fpga

Maybe you should watch some web seminars from altera to understand all this things...

FYI: QuartusII is the Software where you can Write your own VHDL/Verilog/etc Code and where you synthesise this code to get this HW-Description to your FPGA.

NIOSII is a Softcoreprocessor which acts like a "normal" Microprocessor but which is in the FPGA if you put him there...