how to use vhdl program in the NIOS?

hmmmmm.

Ok lets say you have your embedded system and you find that you need some input from the outside world coming into the processor, but you don't want everything coming in, so you implement some type of filter that will only let in what the CPU should see.

Create a filter (VHDL, Verilog, AHDL, Block diagram, etc...) in hardware and make sure that you follow the specifications of the avalon bus (the switch fabric that connects everything in your SOPC system). Create an interface to user logic (so that your new hardware is addressed like a memory space). Then you simply perform reads and writes to this device to use it.

I know that probably doesn't help much, but there are billions of different things you can do using hardware added to your system so it's a pretty broad question. Posted elsewhere in this forum are a bunch of cores that you can add to the Nios, so if you take a look at those you might get a better idea of what I'm trying to say.

Also so that you know there is also the ability to extend the Nios instruction set using what is called a "Custom Instruction". This allows you to create hardware once again to perform a specific task, however instead of adding it to the avalon bus it becomes its own piece of the ALU. So before you try creating your hardware I would try to determine what type of functionality it is (i.e. is it something that you need to read and write a lot of data to, or it something that simply takes in up to 2-3 inputs and outputs a result).