Hello FrenchyRaoul,
First, you have been able to add that library in your search path. ( See "C:/altera/15.1/modelsim_ae/altera/verilog/altera_lnsim" in your message. Modelsim looked into that path. ) That's good.
Second, sorry my mistake. 'allpll' is not a part of library I mentioned previously. So, please add following library ( altera_mf_ver ) in same way you added altera_lnsim_ver.
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Thank you. I checked, and all three of this files are present.
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As mikedsouze mentioned, you need to COMPILE them.Just presence of those files at above location is not enough. (I think this is alternative way. That is you can either compile these files or you can add libraries using vsim -L. )
Hope to be able to solve at least issue with 'altpll'. If it works, then for other modules you may also need to add other libraries in following way.( vsim -L altera_mf_ver -L alter_lnsim_ver )
Cheers,
Bhaumik