When you make designs in PSoC Creator the configuration is really just data that gets linked into the final downloaded image in flash. When the device boots that data gets copied (usually by DMA) into the digital blocks and routing. In a bootloader situation the same is true - twice. You have a "bootloader" design that is programmed into the device normally (i.e. via MiniProg3) and, when it powers up, it initializes the UDBs. If a bootload is required then the host will send a "bootloadable" design, via I2C, which replaces the original and then resets, which boots up and configures the UDBs just as before.
-- mgs