It depends of how do you set up your board. An usual scheme is :
- FPGA Hardware config in an EPCS memory through Active Serial connection with the generated .pof file to this OR program FPGA through JTAG with the generated .sof file. <-- "Quartus Programmer"
- Embedded software in FLASH memory through JTAG with a running FPGA with your Qsys and co. The NIOS II IDE/SBT does compile and generate the .elf file. If you want to program the FLASH with bootloader + your software : Nios II IDE.SBT > Nios > Nios II Flash Programmer does the job.
If you are at ease in command line, you can find quite easily the commands used by Nios II SBT : see .sh in your BSP directory.
You may experienced "No Qsys connection" when you use Nios II Flash Programmer or with "Run as/ Debug as" with "Quartus programmer" opened.
I advise to CLOSE Quartus Programmer after using it and before launch Nios II SBT.