how to start a CPLD project with a Max V - solved

I've been searching for over 30 minutes to try to figure this out. I can't believe how poor the documentation is. All I'm trying to do is start a new project targeted at a CPLD (5M40Z) to evaluate how well Quartus II works before I commit a design to use an Altera CPLD. The New Project Wizard doesn't even have any CPLDs listed as options. The website and documentation says Quartus II supports MAX V CPLDs, but I don't see how. There are no tutorials on the website that show a CPLD project from start to finish.

I'm about one day away from going back to Lattice or Xilinx even though comparable parts are slightly more expensive. I remember having issues like this in college with Quartus II, so I suppose I shouldn't be surprised, but something this simple should be far easier to learn how to do.

Edit: Additional files had to be installed. I'm still very bent out of shape about how poor the documentation is. Something should have said to make sure the device family is installed.