Hi Clemens,
Here are the replies to your questions.
"Unlike the MAX+PLUS=AE II software and earlier versions of the Quartus II software, Quartus II software versions 2.1 and later do not support pre-compiled libraries. Was there a special reason (of course there was :P) to drop this feature? "
We replaced the original VHDL and Verilog front-end in Quartus with a solution that couldn't support the pre compiled library feature, buth otherwise provided us with very robust language support, than what was present in prior versions of Quartus.
"When I write "my_lib" to File -> File Properties -> Library for the packages I want to be part of "my_lib" things work as desired. But the vhdl "library" is not reflected in the file system like new directory or similar. Am I right in the assumption that the library mechanism only allows to group elements in libraries within one single project and not to generate a library that then can be passed around and used in other projects _as Library_?"
You are correct. The Library field simply specifies the logical namespace for the design units in a file. Quartus does not support precompiled libraries, where the software would parse the design files and dump the parse trees into a specific directory, much like Modelsim. Instead, Quartus II parses design files on each invocation to quartus_map.exe; it doesn't store a representation of the parse trees on disk.
"A last question: Is the library name I entered (as described above) as proberty of a VHDL file in any way related to libraries listed in Assignments -> Settings -> User Libraries? "
No, it isn't. User Libraries are directories in which Quartus II searches for project source files. The naming of the feature is a bit unfortunate and historic. It should've been named Include Directories.
Hope this helps, Subroto Datta Altera Corp