Welcome in the forum!
You will need a special device when you want to debug your board. Usually a MinProg3 is used. Recently Cypress announced a PSoC5LP Prototype Kit which has got a snap-off module which is able to program and debug self-fabricated boards. Unfortionally this is out of stock at the moment.
Post you board schematic, that would be of help.
ThanksBob, that was definitely the problem.