1. You will need a VGA driver of some sort, written in HDL (probably some out there if you google search). Usually these will be a memory buffer of some kind, that you could write over from the NIOS. You'll need some sort of text-> memory driver though, as the memory will be addressed at a pixel level, not character level.
2. NIOS is a processor, VHDL is a hardware description, not a program. SO you would need to attach your custom HDL via an Avalon interface so that it can be accessed via the NIOS.
NIOS is just a processor, ie. another IP block that would be be connected in your HDL. QSYS can be used to wire them all up.