Hi,
can you please describe how you opened the example project? For some reason - the project is still configured as C/C++ project for PC Machine. The correct way how to open an example is
New -> S32DS Project from Example:
By default in Debug Configurations there is configuration for PE Micro OpenSDA and Segger j-link:
If you use the onboard debugger when you go to Debug Configurations, you should try the GDB PEMicro Interface Debugging either by RAM or by FLASH. By choosing any of the above options, you do not have to make any changes to how it is configured by default, all you have to do is click the debug button.