Hi Neculai,
Sorry for the late replay.
I finally found how this is done. Please check the instructions bellow:
First you will need to create the SLAVE Project. In the Quickstart Panel select the option New Project, select the SDK from the LPC5556x. In the next window select the option for Slave core:

Press the next button and in the next window, split the flash memory and delete the first and third RAM section. Also in the driver for the flash controller select the LPC55xx_S.cfx. After that press the Finish button

You'll need to create now the master core project. Follow the same process and in the next window select the option for master core:

In the following window split the flash memory, and select in the Slave project for M33Slave the project you previously create. Doesn't matter the Link section since we'll change it. Also the driver leave it as it is. Press the finish button.

After that, we'll need to set the second flash section as the one used for the slave core. Access to the properties of the project -> C/C++ Build -> Settings ->MCU Linker -> Multicore and in the Master Memory select the second section of the flash.

After that, always start the debug session of the master core and after the second core.
I hope this helps you.
Best Regards,
Alexis Andalon