Welcome in the forum, Juan-Carlos!
The API callbacks are for some special cases where the component does not offer an interrupt signal as the I2C for instance.
Usually, when the component has got an interrupt signal (or an output that can be used for that purpose) as an UART or ADC you just connect an isr-component to it and configure it as rising edge. In your code you specify the interrupt handler as
CY_ISR_PROTO(YourHandler); // Declaration only
CY_ISR(YourHandler) // Definition
// Handler code goes here
And lastly the initialization with