F28035 Piccolo Experimenter's Kit and Code Composer 5?

When creating your target configuration select XDS100v1 as the connection and either the F28035 experimenters kit or the F28035 device (either will work fine).  Plug the USB cable into the board and your PC.  Hook up the 5V power supply to the board, turn on the board..  

If you are creating a new project the project wizard will prompt you for that info and will add a target configuration file pre-configured to your project.  Then you select your project and click the bug button and it will launch the debugger for it.  If you need to add a config to an existing project just right click on the project and select New -> Target Configuration File.  

I would suggest checking out both of these wiki topics:

http://processors.wiki.ti.com/index.php/C2000_Getting_Started_with_Code_Composer_Studio_v5

http://processors.wiki.ti.com/index.php/CCSv5_Fundamentals_Workshop

Regards,

John