If you install the development kit software into the default directory, "C:\Cypress\USB" then you can build and debug examples with the Keil uV2 project files provided. Since the project files have hard-coded paths in them, installing to a different, non-default directory location will break these project files. Also, there are build.bat files for the projects in the example folders. In order to run the build.bat files from the command line, you need to set some paths and environment variables, which can be done for you by running the batch file C:\Cypress\USB\Bin\setenv.bat prior to typing "build". It may be a good idea to put this in your Autoexec.bat file.
Again, if the software or Keil tools are installed to a non-default location, you would need to modify the setenv.bat file. The setenv.bat also has directions on how to create a Start menu option to open an MS-DOS window with the correct environment set up.