I'm working in a project using CPLD, I'm using quartus 15, and USB blaster to program the device.
My question is if I can program the device without the power supply , I don't know if the quartus software has a auto alimentation power so I can just plug the usb blaster and program the device without the extern power
You don't mention which dev kit you're using, but if the kit has a separate power supply brick, then you would need that power for programming and operation.
Some small dev kits, like the DE10-Lite, can operate over USB power, but that's a small minority of available kits.
If you are using external Blaster, then you will need to power up your board before you are able to program the device. If you are using embedded USB-blaster then it will depend on the board is able to support power up through the USB cable.