Hello Niki,
The effect you are asking about has been talked about a couple of times already on the Forum. Also based on the Demo board of the S08QG8.
Not installed may mean not populated, but you can see if the header has been soldered or not.
The answer will be in the schematics of your board. Schematics should be on the CD provided with the demo board. You will be able to see if the BDM header is an output of the internal BDM debugging module (with the solid white line marked on the PCB) or if it is another way to control the QD4 on the board.
For instance, people may prefer to use their Cyclone Pro rather than plugin another USB device.
Regards,
Alban.