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You need to configure two areas in QuartusII for the Modelsim native link to work then recompile your project:
STEP 1
In QuartusII select "Tools / Options / EDA Tool Options" then fill in the Modelsim (which means the version you purchase from Mentor) or Modelsim-Altera (the version from Intel) box with the path to the binaries for Modelsim. For example, if you have the Modelsim-Altera installed along with QuartusII version 17.0 then your path would be something like c:\Altera\17.0\modelsim_ae\win32aloem.
STEP 2
With your project open in QuartusII, select "Assignments / Settings / EDA Tool Settings / Simulation" and use the pull-down to select your simulation tools which was configured in step 1 (Modelsim or Modelsim-Altera). Set your HDL choice next to indicate which language you wish to simulate. There are additional settings which you can tweak later, but for now leave those in their default states.
STEP 3
Compile your project. You should see references to the EDA netlist writer during compilation; that is the module that writes your project's simulation scripts. After compilation completes you should be able to launch Modelsim from QuartusII by selecting "Tools / Run Simulation Tool / RTL Simulation".