You just need to close the Quartus and re-opening it.
Perhaps the device does not installed correctly? As it prompt you to install the device.
With Quartus closed, Go to the windows start menu and find the program called "Device Installer (Quartus Prime 20.1)" or similar name and then it will prompt you for the .qdz file directory. Select the correct directory and the program will search for all .qdz file and then you can select which device to install.
If the issue still persists, perhaps you may need to consider re-install the Quartus.