I ma not clear as to what is going on here. You say you have a program to download but you're not using any source files? Or you using the CW assembler alone? Was this program built with other tools? Is the program known to work, and if so, on what hardware did it work?
Normally a CW C program will use a start.c file to set up the run-time environment for C, but I don't think that's the case for the debugger. The debugger uses the built-in debug hardware for debugger control.
---Tom