Welcome in the forum, Eduardo!
As long as you have no other connections made on your PSoC board something is wrong.
There are 3 LEDs on the board:
Please let us know the state of all 3 LEDs.
Thank you for asking, the yellow and green ligths shine for about half second, then they do not shine anymore, and the blue light never shines. Sorry for my english, it's been a long time since the last time I wrote something in english and I do not know if I have expressed all correctly.
Looks as if there is a shortcut anywhere on your board, too bad! Could be due to static charge.
Eduardo You could try to separate the boards. IE the programmer CY8C5868LTI-LP039 QFN68 from the CY8C5888LTI-LP097 QFN68 This will tell you on what board the short is on. Also you don't have a USB connector on Psoc 5lp section that could cause some issues with ground loops ect.
It seems like there is a high current flow on your board which is causing the fuse to heat up (and cut off). The fuse is resettable and hence should will stop heating up once the high current cause is removed.
This could have occurred if you accidently ESD-ed any of the components of the board or connected any external component that caused an excess current flow. You can send your board to Cypress for an FA to analyze the cause of issue. The Cypress technical support team will also be able to provide you with an another board if the issue is due to a manufacturing problem.
You can create technical support case with Cypress from the cypress website by selecting Design Support > Create a Support case.