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After deep core examination, I see that Altera provides only the most basic core with PHY interface and Error Calculation blocks only. That suggesting me P2P communication only (Physical layer of OSI Model) It doesn't support things like UDP or TCP\IP Standards. Am I wright?
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The Altera Triple Speed Ethernet IP Core (described in ug_ethernet.pdf) does not implement any part of UDP or TCP/IP. It is not an TCP offload engine, for example. However, nothing prevents using it as part of a system implementing those protocols similar to how you might have used a discrete MAC IC with ISA/PCI/PCIe interface years ago.
The "Simple Socket Server" NIOS example simply uses a pair of SGDMA channels to transfer the Avalon-ST Ethernet frames to/from RAM. The supplied iniche TCP/IP software stack executing on a NIOS takes care of all aspects of the Internet Protocol family.
Here are some links of systems which you might find useful to review.
http://www.altera.com/support/examples/nios2/exm-net-std-de.html http://www.alterawiki.com/wiki/nios_ii_udp_offload_example