Hi selman arslan,
I find you also post this question in the case, and I already reply you about this question:
I have the FRDM-K66F on my side, and I have checked the 03_OpenSDA_FRDM-K66F.bin file(JLINK) on my win7 system, it works ok.
Now, please follow my step and try again.
1.Download JLINK driver from Segger website:
https://www.segger.com/downloads/jlink/JLink_Windows_V612i.exe
Don't plug your board to the pc, then install the JLINK driver at first.
2. Unplug the board
3. press the SW1 button on the board, hold on it, at the same time, plug your board to your PC, then you will find you board is a device named as "BOOTLOADER".
Now, release the SW1 button.
4. Send "03_OpenSDA_FRDM-K66F.bin" to your "BOOTLOADER", and wait it finished.
You already have the 03_OpenSDA_FRDM-K66F.bin file, I have tried your file, it works on my side.
5.unplug the board, and plug it again to your PC
If it is the first time, you will find a device is installing, wait the installing finished, you will find your board is a device named as"FRDM-K66FJ".
You also can find JLINK CDC port in the device manager, just like my attached picture:FRDM-K66-JLINK.JPG
Now, you can use the KDS and select the debug configuration as Segger JLINK, and download the code to it.
Please try it again, if you still have problem, please tell me the problem happens in which step? And give me the picture like me on your side.
About the reset LED always on problem, if the chip is mass erased, this phenomena is correct. After you download the code to the chip, the LED will turn off.

Wish it helps you!
Have a great day,
Kerry
-----------------------------------------------------------------------------------------------------------------------
Note: If this post answers your question, please click the Correct Answer button. Thank you!
-----------------------------------------------------------------------------------------------------------------------