Hello,
You have an incomplete setup. Did you run the mbd_imxrt_path.m script (that is placed in the toolbox installation folder, in the root). W
That script will create the NXP targets for your matlab version, the output of the script should look like this:

You should see in the log that the target was created. If you did that and the target was not refreshed then run the script mbd_imxrt_create_codertarget from command line (you should have it in matlab path if you run the above script)

After refreshing the target, you should see something like this in hardware settings when selecting a NPX hw board:

Best regards,
Alexandra