To gives the heads up, PSoC Creator does not support floating point natively, so you will not be able to compile a project that uses libarm_cortexM4lf_math.a as it is. There is this KBA explaining why and how to contour the problem.
To fix the problem you described, there is no need to include the "Include" folder from CMSIS in the compiler settings. The PDL already contains a folder with the CMSIS files and it is part of the path.
I would suggest you to move to ModusToolbox, our new software tool. It is Eclipsed based and cross-platform. You have more flexibility on choosing how to setup the build settings, like floating point support.