How can I know what compiled libraries needed for my design simulation?

you only need the -L for verilog code as verilog has no knowledge of libraries, so the -L tells it where to search for modules. For VHDL you dont need any -L arguments because you already mapped them in the code.

Generally you only use the altera_mf library, as that is where most of the IP lives. That library will call in items from cyclone IV or wherever depending on the generics on the blocks. But if you are missing something, it will tell you (and in VHDL it will tell you which library it cannot find). The only way to really know what libraries you need is by looking at the code.

I have never used nativelink, or a generated .do file, I always do simulations manually.