Problem generating user logic, or sopc builder cus

I am trying to learn how to interface user logic or a custom component.

I builded a simple Nios II system, just Nios, memories, system ID, etc etc.

After compile it in the sopc builder, then I go back to the Quartus and place this system in my schematic design. Then I add external logic to the system, and it kind of doesn't synthesize, I mean the Nios systems works, but the user logic outside the Nios system does nothing. (why?)

Then, I am trying to make a simple custom component to add it to the Nios system, I'm doing kind of a PIO port, just to learn the basics of how to interface the component to the Nios system. I created my VHDL, added to the Nios system in the sopc builder, then compiled it, and then I went back to quartus, and my PIO port appeared in the system. Then I compiled it in the quertus to generate the system.

Then I generate a kernel and a filesystem to run uClinux in my system.

THEN, I see in the nios2_system.h that, in fact there's the base address asigned for my PIO output, something like:

# define user_pio 0x08000805

I conected some LED's to my PIO to turn them on and thus know if my component works well or not.

THEN, I make my application project for linux, I just write some bits to that address, but LEDs don't turn on. (It's very frustrating after all these steps.)

So if someone can help me, or have any suggestions that can help me, I will appreciate it so much.