I figured out how to get a working configuration with FRDM-KL25Z board.
I'm new on this platform and I want to use OSX or Linux for developing.
I do the following steps to get working:
By default the FRDM-KL2x boards are not supported, for support install the KDSK 1.3 (KSDK 2.0 is released but not tested yet)
After installing run KDS again, go Help->Install New software->Add->Arhive
and browse to the file "KSDK_INSTALL_DIRECTORY"/tools/eclipse_update/KSDK_1.3.0_Eclipse_Update.zip
List of supported boards after integrating KSDK-1.3 into the KDS.
A stable version is available if you have any problem with the -dev version. gnuarmeclipse-openocd-osx-0.9.0-201505191004.pkg
Download the file and install the plugin (Help->Install New software->Add->Arhive) ilg.gnuarmeclipse.repository-2.11.1-201512141335.zip
Seclect the OpenOCD Debug and others if you want.
after install you need to set the correct path for the openocd binaries.
Go to the Kninetis Design Studio -> Preferences menu and set the path.
steps for install: https://developer.mbed.org/handbook/Firmware-FRDM-KL25Z
And... Finally get working