"project doesn't have an ELF file. Please make sure your project has been built successfully" How to solve this problem?

I set up a Systems with SOPC builder, initialized with mif files. Then I build a Nios template project. But when running NIOS II hardware configuration it says "project doesn't have an ELF file. Please make sure your project has been built successfully" How to make the NIOS compile the ELF file?