Hi
In KDS you can create a "debug configuration" to load/debug a generated file by doing the following:
1. Select the .elf file (eg. uTaskerSerialLoader_FLASH\uTaskerSerialLoader.elf) in the project explorer
2. Right click and choose "Debug as | Debug Configurations..."
3. Double click on the debugger interface that you would like to use - eg. "GDB PEMicro Interface Debugging". This will create the basic debug configuration for the project target and the HW debugger.
4. Move to the debugger tab and choose the debugger type (eg. OpenSDA) and then it should show up as being attached if it is connected and all is well.
5. Choose "Select Device" and select the actual Kinetis part being used form the list that appears (these exact details may be debugger dependent but just see what options are there and set up the ones that make sense).
6. Usually you can select whether using JTAG or SWD and this will need to be correct - for OpenSDA it is SWD.
7. Click "Apply" to save the settings.
8. With "Debug" the target device will be connected to and the projects code loaded, after which KDS will usually move to the debug context so that you can then debug the code.
There are various options (whether to mass erase on connection, whether to connect without loading, whether to automatically run to the main entry etc.) which you can then experiment with.
Once a debug configuration has been created/used it is possile to start connecting/loading by simply clicking on a debug symbol. Find out which method works best for you and essentially do 1, 2, 8 each time in case of any intermediate difficulties.
Regards
Mark