Thaks Jun Zhang,
If I understand correctly, the configuration of the program in the Project explorer window, e.g. "test" (1) is checked with Debug configurations (3) when I click Debug (2).
My CW 11 project window looks like this:

Three projects are in the Codewarrior Projects window, project "Base 0" is highlighted. When I start debugging with the beetle (your 2), the normal debugging process starts with the brake point in the first line. What do I have to do to get to the project explorer, debug configuration?