Cyclone® II devices feature embedded memory structures to address the on-chip memory needs of FPGA designs. The embedded memory structure consists of columns of M4K memory blocks that can be configured to provide various memory functions such as RAM, first-in first-out (FIFO) buffers, and ROM.
I don't think there's any ROM in FPGA, all you need is ram, because ram can be simulated as rom.
and if you need a rom to store your code, just use EPCS device
EPCS series chips are configrution devices for altera FPGAs,
such as EPCS4/EPCS16
of course you can design a FPGA board without ROM, then you have to download your code with JTAG everytime after power up,
Actually you don't really need to config anything, just download your code into EPCS chip, with AS mode JTAG form quartus programmer (Active Serial Programming)
then when power up, FPGA will get the code from EPCS,
so, all you need is AS mode JTAG and an EPCS chip and a FPGA
you can get more details from the datasheet of EPCS