Adding a library to Quartus II 14 (web) and ModelSim ASE

As you already know, vlib sets up the library, and vcom compiles. But you obviously missed the -work option to vcom to compile a file into a specified library.

Vlib mylib

Vcom -work mylib some_vhdl_file.vhd

Vmap is only useful if the library already exists in a compiled form. But you need to do the vcom in the first place to get that library. The refresh option comes usually when you use vmap on a library compiled in a different version of modelsim.

Modelsim comes with a very comprehensive command reference manual in pdf installed in the modulation directory. You can get it via the help menu.