FPGA non-volatile progamming
An FPGA (with some exceptions, which don't include the Cyclone family) does not have non-volatile storage, so it will lose its configuration when power is removed.

However, it can be programmed (by pull-up/down connections on its pin) to automatically reload a configuration data from another device on the PCB as soon as it's powered up. 

You will need to look at the Configuration User Guide (sorry, that's the Xilinx name, Altera will have something similar) for your device to determine how to set your FPGA up to automatically re-load its program on power up.

And you will need to look at the design of your demo board to find out what kind of non-volatile storage device is provided for the FPGA to be programmed from.

Then you'll need to program your bitstream into the nonvolatile storage device, and reset the FPGA, to have your FPGA reconfigure automatically on power-up.