"UDP Offload Example" to "Point to Point Ethernet System"

You don't need to create _sw.tcl files for each component, it is just used if you want some customized# defines for the driver. Most of the time you don't need that.

From your screenshot it looks like your design isn't entirely constrained. You need to add at least the missing clocks and input/output ports to the constraints files. If you need more information about Timequest and how to set up constraints, you can read the user guide (http://www.alterawiki.com/wiki/timequest_user_guide) on the wiki.

To debug your components I recommend that you use SignalTap. You will need to write some test software, and for that you can start with the software from the offload example and modify it for your needs.