Hello Rui Faria,
When the target stops in the debugger, can you use Variable Watch view to show values of _mqx_version and _mqx_vendor variables? If not, this is the reason why TAD cannot derive path to the MQX installation. If the variables are there, then most probably the Windows Registry entries for MQX are invalid. Please check the registry key:
HKEY_LOCAL_MACHINE\SOFTWARE\Freescale\FreeScale MQX\[version]
where [version] are the two MSB bytes of the _mqx_version variable.
The registry key should contain PATH value with the path to MQX installation.
If this does not help, try to post the screenshot of your “Check for Errors” TAD screen.