Hello,
the MKM34Z256 is supported by MCUXpresso SDK version 2.2.0 while the FreeMASTER component has been added later in 2.6.0. So there is indeed no official support as Iulian writes above.
In the attached MCUXpresso IDE example, I have manually added the latest FreeMASTER driver and a simple example code to a hello_world demo application from v2.2.0 TWR-KM34Z75M SDK package. As FreeMASTER does not use anything special from the SDK except the UART driver, it should build and work fine even in this older SDK version. Please give it a try.
In any case, you should be able to connect FreeMASTER using the P&E Micro BDM/JTAG (or other JTAG) plug-in and access the target variables directly even without any MCU driver.
Regards,
Michal