just in case someone gets the same problem, I want to share my findings:
I tried to compile the KSDK library ksdk_mqx_lib_K66F18 that comes with KSDK 1.3.0. However, there seems to be a config file that is missing:
Looking at the files and folders for other processors, I guessed the missing file/folder should be here: rtos\mqx\config\mcu\MK66F18\mqx_sdk_config.h. To solve the issue, I just copied the folder rtos\mqx\config\mcu\MK65F18 and renamed it to MK66F18.