In case you have created a project without Processor Expert option enabled at project creation time, it might be the easiest way just to create a new project with Processor Expert enabled, and then move things over.
In case this approach is not feasible, then the following document outlines the steps to concert such a project into a Processor Expert project:
Adding PEx to KDS bareboard project (with SDK) | Freescale Community
Happy Converting :-)
