Hi,
First of all, the kw38 has an internal OpenSDA integration, so it does not require an external physical SEGGER J-LINK, just follow the steps given to burn the firmware. I will describe how to do this in as much detail as possible with pictures. Take it easy.
1. Please make sure the jumper above kw38 and my connection are the same. (Especially the two above and below)
2. Download the SEGGER driver and the corresponding J-Link firmware for kw38 from this page.
3 . Just like the operation given on the OpenSDA page, press and hold RESET, reinsert the kw38 into the PC, and then release RESET. Look the pc disks shown as this picture. It comes into BOOTLOODER mode. Then copy the firmeware bin file into this disk. And wait couple seconds. Its name change to FRDM-KW38. This means it you can debug kw38 via J-Link happily.
4. Use MCUXpresso debugging kw38 via J-LINK like this.
Take it easy and enjoy.
Wish you have a nice day!
B.R.
Gavin