Hi Andrea Gorgerino,
Did you can't run the posting: Touch sensing demo for Freedom KL25z for MSD bootloader correctly?
1, you should make sure your board mode is in MSD bootloader,
you can find this bootloader in the quick start package, please download it from this link:
FRDM-KL25Z: Freescale Freedom Development Platform for Kinetis KL14/15/24/25 MCUs
2,Actually, the connection between the FreeMaster and FRDM-KL25Z is the uart0, so you should choose the correct COM and configure the baud rate to 38400.
you can configure it in the freemaster softe: Project->options, then like the following picture:

you can find your com port from your computer management, like the following:

then start the freemaster, and touch the slide in the freedom board, you will find the freemaster scope like the following:

I wish it helps you!
If you still have question ,please let me know~!
Best regards!
Jingjing