You can use J-LINK to program/debug PSoC but not with PSoC Creator. PSoC Creator only supports the on-board debugger and the MiniProg3 tool. The IDEs that do support J-LINK are ARM's uVision, IAR's EW-ARM and Eclipse. You use the "Project->Export to IDE" feature to make your project available in these IDEs.
When this thread says J-LINK works along with PSOC, does it mean all the cypress PSOC/PROC products? Or only a few specific models?
My target device of interest if CYBLE-022001-00.