Hello Thanh,
- Please be sure the hardware is connected well , be sure the PC have detect the J-link .
-In the Debug Configurations , please select the J-link debugging :

- Please first create one simple project to have a try .
If still can not work ,please take a screenshot about the steps you do , especially the debug configurations ,
the "Main" and "Debugger":

Hope it helps
Have a great day,
Alice
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