There seems to be some confusion here. The document you referred to is for Nios I (a previous processor family, not compatible with Nios II). The HAL and IDE aren't supported for Nios I.
The legacy SDK is supported on Nios II to help with porting Nios I projects to the Nios II processor. We aren't adding new features to it though.
For new projects you will probably be better off using Nios II and the HAL (unless you have particularly old hardware which doesn't support Nios II).
And as for escaping from the IDE, release 1.1 of Nios II will be out in December and will let you do the full build, download and debug cycle using command line tools if you want to. You can do all of it except project creation and the first build right now.
Of course there is no reason why you couldn't just your own make system from scratch if you have time to spare. All the parts are there - make, gcc, gas, ld, nios2-download and gdb.