how to connect analog input directly to FPGA Altera board?

I think the example design that FvM recalls is from Lattice Semi

http://www.latticesemi.com/products/intellectualproperty/referencedesigns/simplesigmadeltaadc.cfm

One of the newer Altera kits (Stratix V or Cyclone V - I forget which one I saw) has a sigma-delta modulator on it from Analog Devices AD7401:

http://www.analog.com/en/analog-to-digital-converters/isolated-ad-converters/ad7401/products/product.html

If you really wanted to design at this low-level, then you could use this external modulator and implement the digital side in the FPGA.

Edit: Here's where I saw the AD7401 ...

http://www.altera.com/literature/ds/ds_1038_doc_mc.pdf

Cheers,

Dave