It looks like the example is written for PSOC designer. That may be the issue.
Which example? The example shown in the CapSense datasheet is directly from Creator and CE95284 - CapSense® CSD Design with PSoC® 3 and PSoC 5LP states that it is for Creator and the CY8CKIT-001.
In the PSOC creator code examples for PSOC3 device there is a example project.
"CapSense_CSD_WithTuner" this project works on the CY8CKIT-001 which you have.
1.You need to build the project and program the device.
2.Connect the I2C pins and GND to the miniprog ,
3.Configure and run the tuner.
I have attached the project here.
PSOC3_tuner.zip 2.7 MB
That's it! For the CY8C38 module, I2C0_SCL is brought out at Port A' pin 12_4 and I2C0_SDA is brought out on Port A' pin 12_5. GND is available at Port A' pin 9, 19, 29, 39 and 45.