Akash,
The standard BDM connector consists of a six pin dual row 0.1" header as shown here:

Pin 3 & 5 are "no connects", I'm not sure why PE7/XCLKS is connected to pin 3 of the connector in the schematic.
To program the S12XD256, requires an in circuit debugger/programming tool and some software. The least expensive debugger/programming tool Freescale sells is the USBMULTILINKBDM: USB S08/HCS12 BDM Multilink - In-Circuit Debugger/Programmer for $99. It can be ordered here:
USBMULTILINKBDM Product Summary Page
In addition, the Codewarrior Classic development environment can be downloaded for free here:
CodeWarrior Development Studio for HCS12(X) Microcontrollers (Classic IDE) Product Summary Page
The "Special" edition is limited to 32K of code/data. For larger code development needs, various licenses are available (Basic, Standard and Professional) for purchase.
If you are looking for production high speed programming, the P&E CyclonePro to Freescale's LFBDMPGMR would be two choices.
Best Regards,
Gordon