By default, the dongle is programmed with the CySmart firmware. You can program any application you want onto the dongle.
To test the UART bridge example, program the central code onto the dongle, you can then use Teraterm to view the debug prints.
I have to build the central app, changing the target device to CYBL10162-56LQXI ( due to this is the USB bridge PRoC device) take the hex under the debug folder and program it with programmer.
Is there any other modification (e.g. in UART RX,TX pins) required , in this example, in order to have success com with USB port?
You could program the dongle directly though Creator. You can select the dongle under select debug target. I don't think you need to change the pins, the default pins will be correct.