Hello fish_yu,
I am having some trouble understanding your post but here is my best guess.
Are you trying to use the BDM adapter on one demoboard to connect with a different processor located on a different board?
If this is the case, you have been restricted from doing so in Codewarrior 6.2. It works with previous versions.
There is a post here that also helps you to copy some files across from 6.1 into 6.2 to get it working there. Or you can just use 6.1 or earlier.
Here is the post describing how to modify CW6.2