Store SW-Program and Data on CFI-Flash

This step is more likely to be documented in handbooks.

If you invoke the flash programmer manually from command line it depends on the parameters you set. If you use it from nios2 SBT or IDE it will depend on the BSP configuration.

As an advice, try getting a look at this pdf

http://www.altera.com/literature/hb/nios2/n2sw_nii52015.pdf

in particular at page 39 and following: these pages talk about the possible configurations of software (flash, internal memory, etc etc) and as far as I remember it will link you to other manuals that are about the single tool. Hope this helps.