Hi Clement,
Debug button programs just the code flash by default.
Anyway you can create a Flash script (called Target Task) and execute it each time your debug session starts:
1) Open Target Task view

2) Add a new Target Task and name it e.g. "MPC5602_dflash"; select "Active Debug Context" as a Run Config.; select Task Type " Flash Programmer for Power Architecture"

3) Add a device - MPC5602P_DATA_FLASH

4) Adjust Base Address to 0x00800000, Target RAM address = 0x40000000; Size = 0x3000; add Program/Verify Action

5) Select generated .elf file from your workspace project, enable "Erase sectors before program" and enter "Restrict to Address in this Range" Start = 0x00800000, End 0x0080FFFF

6) Check that flash action is present in the list of actions

7) Now Enter Debug Configuration and add a task to execute:

8) Select Target Task - the one you just created (MPC5602P_dflash)

9) the task should appear in the list of tasks to execute when code is downloaded into target:

10) press apply and debug - this time your Data flash should be programmed
Similarly you can program e.g. shadow flash.
Hope it helps.
Stan