Have you installed MQX yet? If not, I'd strongly recommend that you install MQX 3.8.1 instead. No matter what version you have installed, the MQX choice does not show up automatically in CodeWarrior until you do some preparation. The information for doing this can be found in the Acrobat document FSL_MQX_in_CW_x.pdf. Search for that file and read the directions first, then follow them carefully.
---Tom