Fiona,
(This is second attempt at reply. First attempt blew away my (lengthy) partial response after having clicked on your response in attempt to read the menu title that appears on above. Looks like 'Properties for hcs08a' (?). So I'll have to type it all over. )
Of the two options you presented, Option A, the .pdf, doesn't so much describe ability to import an existing legacy CW project, but rather shows how to create a project which happens to have the files already available in the legacy project. That is, it describes how user has to respecify all of the configuration of the original project. Since we no longer have CW available to replicate those configurations then the user has to get them exactly correct as with the original project in order to be assured that all things remain the same. That's a perilous and mostly improbable means to an end and in the past, when having upgraded from one version of CW to another, led to many aggravating complications in what should have been an easy upgrade that caused over a week of delay. So we'd rather not attempt to duplicate that effort.
That leaves Option B, which states, "In Eclipse CodeWarrior, user can also set the search path for head files and libraries. For head files, please set its search path from <Project> Menu->Properties, then go to “C/C++ Build”-> Settings -> HSC08 Compiler-> Input.". However, I'm unfamiliar with Eclipse CW and you haven't described how to access the 'Properties for hcs08a' and I don't see it available anywhere across the available tabs or their sub-menus. Have you left something out in getting there? Am I to specify/open the original .mcp file of the legacy CW project?
Here's what Eclipse CW presents to me -

Please provide details on how to proceed from this point.
Thanks.