Hi @minjaekang99,
No, no additional equipment is needed other than connecting the 12 V power supply adapter and switch SW1 to the ON position (fully to the left), and to connect a micro-USB cable to the J40 connector to debug via the on-board S32K3 debugger.
You do need to setup the drivers and FreeRTOS package for S32DS. Since you are already using the FreeRTOS components, I assume you have already followed the installation flow for the package. For example, here are the release notes for FreeRTOS S32K3 5.0.0:

If you have the FreeRTOS package installed, you can import the FreeRTOS_Toggle_Led_Example_S32K344:

After building the project, you can simply debug with the PEMicro Interface Debugging configuration if you are using the USB (OpenSDA) connection from the S32K3X4 EVB:

Best regards,
Julián