Problems when I built my simple system

Your reset_n signal is 0, this keeps the component in the reset state. This is why it isn't answering.

For the data bus connection, there might in fact be a simpler way. I assume that the signal that you want to inject to the FFT is in fact real, with no imaginary part. Am I right?

In that case in the component definition you could only define sink_real as data, and define sink_imag as an export. Then outside the SOPC system, just input 0 to sink_imag.

I've never used the DSP IPs in Quartus so I don't know what's the recommended way to connect them...