Hi,
I also created two project as you did in KDS and check what you are reporting. Answering to your questions:
Q: Could you compare with SDK and without SDK?
A: The new update of Processor Expert, the one you have installed, allows you to create two kind of applications:
- PEx application: This is an application to be used along with the PDD files, the Physical Device Drivers is a software layer that provides set of methods for accesing microcontroller peripheral configuration registers; in other words these are the traditional PEx drivers that are contained in the PDD files of each component, the basic PDD methods are implemented by macros and do not provide any additional functionality like register masking, shifting, etc.
You choose this kind of application in the new project wizard selecting just Processor Expert

- PEx + KSDK application: This one uses the KSDK PEx components that provide an encapsulation of KSDK peripheral drivers, HAL, RTOSes, and also middleware distributed within KSDK library. In other words, this one will use the drivers of KSDK library and PEx will create only the configuration structures that can be used for component initialization. This option is only available for the devices supported by KSDK. You can choose this option in the new project wizard selecting both: KSDK and PEx.

The difference between these applications is that are using different drivers to access the registers.
Q: after i create the project(without the SDK), can I load SDK ? how?
A: If you created a project using only PEx with the PDD software and add KSDK that is not possible, the driver to access the registers need to be PDD or KSDK drivers and not both of them.
Q: why? how can i set the pin to vcc and gnd?
A: I realize that there is no VCC and GND icon in the processor view but the signals are routed to their original field under the section SUPPLY, you can see this in the image below.

I hope this information can help you.
Regards,
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