hi,NguyenPhong
Thank you for your interest in NXP Semiconductor products and the opportunity to serve you, I will gladly help you with this.
1.You can use the SDK demo routine (frdmke16z_led_blinky) to debug and check whether the development board has hardware problems.
2. find you use the MCUXpresso IDE, please check the appropriate flash driver. As in the picture.

3.Make sure your MKE16Z4 board is properly connected to the debugger, poor hardware connection or power problems can also cause debugging failure.
Wish it helps you.
If you still have question about it,please kindly let me know.
BR
Xu Zhang