Hi Ö,
About the pin for programming, you need to use the SWD interface:
VDD, SWD_CLK(PTA0), SWD_DIO(PTA3), RESET_b(PTA20), GND.
Here SWD_DIO need to add 10K pull up, RESET_b need to add 4.7k to 10k pullup resistor and connect 0.1uf capacitor to ground.
The above is the KL26 SWD interface design, and the MCU pin used for programming.
About the JLINK programming, because JLINK is using the standard ARM JTAG.
Please follow this picture:

TMS is the SWD_DIO pin, TCK is the SWD_CLK pin.
Besides, you can't program over usb via computer without a programmer, you must use the programmer to program the KL26 chip, FRDM-KL26 seems use the usb port to program the chip, because it have the onboard programmer.
Wish it helps you!
Have a great day,
Jingjing
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