Hi Wang,
Unfortunate the USBDM_CF_JMxxCLD_V3 only supports the JTAG interface on ARM devices. The MKL05 series does not use that interface. It only uses the newer SWD interface.
The K60 device should work. Hove you tried the stand-alone programmer? Does it detect the target device? If so could you let me know the device ID and I will check if there is a problem.
The support for different interfaces by different version of USBDM is shown on this page:
USBDM: USBDM Debugger interface for Freescale RS08,HCS08,HCS12,Coldfire and ARM-Kinetis Devices.
bye