The FIR compiler is no longer supported in either the DSP Builder for Intel® FPGAs Standard or Advanced Blocksets.
After installing Quartus® II software and the DSP Builder for Intel FPGAs versions 14.0 and higher, you will not see the FIR compiler among Intel® FPGA IP cores in the Simulink Library Browser, under DSP Builder Standard Blockset. Unfortunately it is still shown in the DSP Builder Standard User Guide.
Though there is no longer FIR compiler support in the DSP Builder for Intel FPGAs, there are FIR filters available under the Advanced Blockset>Filters category in the Library browser.
If you need to use other blocks from the Standard library, refer to Chapter 9 "DSP Builder Standard and Advanced Blockset Interoperability" in the DSP Builder for Intel FPGAs (Advanced Blockset) Handbook.
There is also a design example on this found under the following directory:
<install dir> \quartus\dsp_builder\DesignExamples\Demos\CombinedBlockset\demo_adapted_ad9856
This will not be fixed in a future Quartus software release.