Implementation of NIOS Softcore alongwith HDL modules on Aletra Cyclone IVGX
Yes, you can definitely do that. After all, the whole point of having a soft-core CPU is so that you can integrate it with custom logic.

At its heart, the NIOS processor is just another HDL module. You can instantiate it within a top-level design just like any other module.

However, I have found that the vendor tools (from both Altera and Xilinx) have developed strict formalisms for building systems that require you to wrap your custom logic in a particular interface so that their "system generator" can generate the top-level module of the chip for you and make all of the connections. It can take some time to figure out where the details of that formal interface are documented and how to use it.