How are FPGA's configured when operating independently?
Refer to Chapter 4.1 of the User Manual, "Configuring the Cyclone III FPGA". Specifically you want to be looking at the section on configuring the EPSC4 module in AS mode.

For reference (and in case the link becomes invalid), what you need to do is power up the board, connect the USB cable as normal, and then switch the "PROG/RUN" switching into the "PROG" position - the switch is in the bottom left corner by the 7-Segment displays.

In "PROG" mode you can the upload a .pof file to the EPSC4 controller using Quartus. The file will be written into the boards EEPROM memory (you can't run it off an SD card!). Leave the board in "PROG" mode and then each time you power up the FPGA will automatically be configured from the EEPROM by the EPSC4 controller.

If you want to do a one-time program again (as you were doing in your class), you can go back into "RUN" mode and upload .sof files again - these are basically uploaded straight into the FPGA not the EEPROM, so when you power off the configuration is lost.