I'd recommend going through the Kinetis Quick Start Demo lab, which has detailed instructions for running an MQX project and flashing/debugging it with both CodeWarrior 10 and IAR.
You can also look at the docs folder for two files that will also help you get up and going:
\doc\FSL_MQX_3_7_in_CW_10_1.pdf
\doc\FSL_MQX_Getting_Started.pdf
Hope that helps!