PSoC Creator (or any CyInstaller based products) cannot be installed through command line on headless environments.
Since your VM isn't persistent, you need to install PSoC Creator on the build machine each time. There is no way around this. Login is mandatory for downloading any type of software setup files. I will check if anything can be done to remove authentication.
Unfortunately, there is no other source nor there is any version with only build tools.
Why aren't the VMs persistent? Any reason?
The main PSoC Creator installer is InstallShield, which apparently does have headless mode (see Unattended, A Windows deployment system: Unattended/Silent Installation Switches for Windows Apps) but it does require the application developer to support it, and I suspect it won't work.
As for why the VMs aren't persistent... because both Appveyor and Travis-CI (which is the other CI system I'm evaluating) simply don't support it! Also, I really don't want to have to maintain my own VM image; the work (and licensing issues) involved simply isn't worth it.
As I mentioned earlier, we do not support headless installations, so it wouldn't work. Regarding VM not being persistent, agreed.