Hello
Which version of CodeWarrior for HCS12 are you using?
To retrieve that information go to Help -> About Metrowerks CodeWarrior or help -> About Freescale CodeWarrior and press the Installed Products button.
You should see the version number of the product you have installed.
I have checked with CodeWarrior for HC12 V4.5 and I can create a project for MC9S12E256 there.
CodeWarrior for HC12 is pretty similar to CodeWarrior HC08. Only extension are specific to HCS12 core and architecture.
CrasyCat