Ok, meanwhile I got an LED blinking test working, see attached file for Quartus Prime Lite 16.1, just in case someone has the same problem (it is named pwm-test, because this is it what it is going to be later for my Nixie clock project). It uses the on-board 50 MHz oscillator and blinks D1 with 1 Hz. A SDC file for timing constraints is included. You can synthesize it and then upload the SOF file.
I'm using it in Linux and there was a problem with the access rights. This website:
http://www.fpga-dev.com/altera-usb-blaster-with-ubuntu/ and the chapter "Fix USB driver permissions" fixed it. Now I can upload the SOF file from the command line with "quartus_pgm -m JTAG -o p\;pwm-test.sof" (the GUI programmer hangs in Linux, too, don't know why).
Next would be to create a JIC file to indirect flash the config flash. On the board is a M25P40, so it should work with an EPCS4, but when I try to flash it with a JIC file, it uploads the flash programmer successfully, but then I get the message "Error (209012): Operation failed". Maybe I missed some option or configuration when creating the JIC file, but this is already useful now with uploading the SOF file.
BTW, I have an USB extension cable. The USB Blaster that was included in the packet didn't work with it, said only it couldn't scan the JTAG chain. But without the extension cable it works fine. I guess you get what you pay for, but still very useful and cheap for hobby projects.