Our first suggestion is to simply reuse one of our examples. Otherwise, when using the Keil tools to create a project, select CY7C646xx or AN21xx depending on the part you are using. Add ezusb.lib, USBJmptb.obj as well as fw.c. to your own source code files. We recommend reviewing our examples in the Cypress\USB\Examples\EzUsb and the readme.txt for each example to see how we have implemented the various transfers.
C:\Cypress\USB\Doc\General\EZ-USB Getting started.pdf included with the develpoment kit.