How to change a library refence in modelsim?

As per your question - if you are using modelsim altera edition - you dont. The libraries are already mapped.

Those libraries are the for when you use a simulator without the libraries already mapped. eg. Modelsim SE, Questa, Active HDL etc.

In that case, you will need to create a library called altera_mf, then compile <Quartus II installation directory>\eda\sim_lib\altera_mf.vhd into that library.

console commands:

vlib altera_mf

vcom -work altera_mf <quartus>\eda\sim_lib\altera_mf.vhd

vcom -work altera_mf <quartus>\eda\sim_lib\altera_mf_components.vhd