Add a new user logic using SOPC builder

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I have been trying to add a user logic using SOPC builder, but I dont see that option in Quartus 8. Are their any other alternatives for the same which can be performed using Quartus 8. I did try to using add a new component, but then I get a lots of errors when I add a .vhd file. Is this the way to perform the task.

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No. You should not add a .vhd file to the custom component. You should only add signals in the custom component. This is only an interface. Later on, you should connect these interface signals to your logic in your HDL design.