Hi Zohar,
you can use it either way: You can use only the SDK (there is a FatFS example in the SDK), or you can use the SDK with Processor Expert (but then it only suppports the fsl_* components), or you can use Processor Expert with the 'non-SDK' components. So you have freedom of choice :-)
Note that the FreeRTOS in the SDK is an older one (8.2.0) while the McuOnEclipse component is using the latest FreeRTOS (8.2.3).
I hope this helps,
Erich