It seems that your board is bootloader mode. (May be, I'm wrong though)
(1) Hold reset sw for a few second then try debug from your PSoC Creator again.
(2) If (1) does not work, use PSoC Programmer and update firmware of your kit.
I suggest that you use PSoC Programmer 3.28.x and update the kitprog (Debugger hardware on kit) to the latest version.
In PSoC Programmer, select the "Utilities" Tab and select "Upgrade Firmware" while your kit is attached. Give it about a minutes and it should update the kitprog. Even though your kit is new, Cypress updates the firmware and software a couple times a year.