From the description of your problem, I guess that the driver for the RS232 to USB Convertor cable is not correctly setup. If there was a driver CD which was packed in the convertor packaging, try installing the driver from that CD. In any case, do let me know the make and the model no of the RS232 to USB convertor you are using, as also the Windows version. (The convertor may or may not be using the Cypress UART-to-USB convertor chip). This will help me trouble shoot the issue.
Also be kindly informed that, on every new release of Windows, Microsoft packs a lot of drivers for many models of this convertor. So, your installation might already be having the right driver. In order to do that, kindly go to your device manager, and find the your convertor device. There might be an improper device driver entry. Delete that entry, and plug in the convertor cable. Windows will try to search for a driver from its own database.
And, your approach of using the 9 pin D-connector on the CY3210 Eval kit is right.
Kindly rest assured that we can support you through our Technical Support. Kindly do let me know.
Apps Engr Sr Staff