You can create a CW project using executable importer and debug from there.
i.e. In the projects view select "Import->CodeWarrior->MCU Executable Importer". On next page name the project to debug the executable, then browse for the executable to debug. You will be asked for the CPU/board used. Select one that you are targetting.
After project has been created you can debug it as all other usual projects.
Teo