The BDM is part of the M52233DEMO board. Unless you have some other board you should be able to program and test from CodeWarrior 6.3. I have the above mentioned board connected now and it works for me. I created the stationary program and executed from RAM both the Console and Uart compiles.
What is your clock frequency? With a big divisor you may not get an interrupt for a long time if your PLL is not setup properly.