Hello Andi,
Your issue is not CodeWarrior specific, but more a general debugging.
Here are a few tips.
On the BDM, put a jumper between the Background pin and Ground.
This forces the MCU in Special Single Chip Mode (SSCM). And it will output the bus clock on PE4/ECLK.
With an oscilloscope, you can check ECLK to make sure your MCU is not dead.
Once you know the MCU is alive, it is probably only a communication problem between the debugging cable and the MCU.
A first step is to put your oscilloscope on the Background pin. You should see some communication with straight edges and some capacitor-discharge edges.
In both cases, make sure you have pull-up resistors on the both the background and reset pins.
It could be that the communication doesn't start because the cable cannot control the reset.
All of this is to be done once you have ensured that the pin out of the BDM connector is correct.
Alban.