I want to use USBDM with mc9s12xhy256 but I can't see this chip in the drop down menu. Is it possible to add this MCU's or maybe I must select some analog from drop down menu for now?
That chip is not supported by the stand-alone programmer.
You may be able to add it manually as it appears similar to the MC9S12XE family but it is far from certain to work.
I cannot add this chip as I do not have a suitable device for testing.
It should be possible to program the chip in Codewarrior using a USBDM interface.