No Nios II target connection paths were located.

I can not tell exactly what is wrong.

but, I think your design is not correct.

have you done this before in another design?

if you haven't.

you should refer sample design of development kit.

you need ram to run the nios2-software.

you need reset the cpu.( do you know if reset port is not connected, CPU is always reset).

you need to tell cpu which ram is exception vector.

and so on.

I am not sure how much do you know about those.

but, I think you missed at least one of those things.

how do you think?