Do I have to enable any settings in the Quartus II software to use the Temperature Sensing Diode (TSD) for Stratix, Stratix II, Stratix II GX, or Stratix III devices?

No, to use the TSD for Stratix®, Stratix II, Stratix II GX, or Stratix III devices, you do not need to enable any settings in the Quartus® II software. Nothing related to the TSD is controlled by the configuration bit settings.

The TSD is a passive component so by supplying current through the TEMPDIODEP pin, you can measure temperature of the device even when the device is not powered. Refer to the Stratix III Device Family Errata Sheet (PDF)  for exceptions related to this device family.

Refer to the respective device handbook for more information on the TSD.