System doesn't keep programming

This is the whole idea behind FPGAs. The configuration is stored in SRAM cells when you program the device. That's why the programming information must be stored on a non-volatile memory (usually flash) so the device gets programmed at power-up. MAX 10 devices include onboard flash so you can store your device configuration in the part of it called the CFM (configuration flash memory). See the MAX 10 trainings here and associated documentation: