First of all, Thank you for your reply, Rysc and Tricky.
I tried to add the components' source files to the project, but it didn't help.
Then I added the .qip file of the Qsys system, and this time it worked for most of the component except for one. That component still shows "not found or could not be instantiated".
There are two questions here I can't understand.
1. this component is saved in the same directory as other comonents. Why only this one could not be found?
2. There was no problem when generating the Qsys system. In other words, the componont was instantiated in the Qsys tool. Then why it can't be found in Quartus II? The Quartus II project has the .qsys file included.
Thank you and again any advice is welcome.
I'm thinking I may have overlooked something in the process.