Hello Petar,
Processor Expert is only tool for creating SDK settings like pin settings and other peripheral settings. This means, your project must contain SDK, then you can work with Processor Expert properly.
The easiest way, how to create SDK based project, is select SDK in startup wizard, please see the figures below.
Select microcontroller you want to use and insert project name. Click Next.

Click "three dots" button in the SDKs row...new window will apear, then select appropriate SDK. I recommend to use RTM 3.0.0 SDK only. Click OK then click Finish.

Processor Expert and some other windows will be opened.

If you have any other question, please feel free to write me back.
Regards,
Martin