Welcome in the forum.
When you read the description thoroughly you see that the "Power Cycle" does not refer to the programming but is used to start the PSoC. There is no code executed after the opamp is started, so there is nothing to watch in debugger. The device (the opamp) runs independently, just using usb power.
Thanks for the reply, I really misunderstood the english.
So basically, to do this project I can power my board with the USB port, apply an input voltage to P1 from an external power supply and then just do the following steps to read Vout in P1.
Quite right! You even may start debugging. This will stop at the first line of executable code, so you do not need to power cycle your board at all. Just click on the "Run" button and let the PSoC do its work.