Can not load .sof file to the actual FPGA chip

It is counter intuitive but if there is an error when the Quartus programmer tries to upload a .sof configuration, the actual error message will show in Quartus itself, not in the Quartus programmer window. Just be sure you launch the programmer from Quartus, and when you attempt to load the configuration in the FPGA and see that "Failed" information, go back to the Quartus main window and look at the messages. Hopefully you'll get more information about the problem that prevents the upload.