You will always be programming the PSoC 4 BLE module ( CY8C4248LQI-BL583 device) . The CY8C5868LTI-LP039 chip is a PSoC 5LP device, that has KitProg firmware, used as an onboard programmer or debugger, and for the USB-Serial interface.
KitProg is the hardware/firmware block for onboard programming, debugging, and bridge functionality. It is a common reusable hardware/firmware block used across many Cypress kit platforms. It consists of a PSoC 5LP, which connects to the computer over an USB interface and connects to the PSoC 4 BLE device over SWD, I2C, and UART pins. The KitProg communicates with PSoC Programmer and PSoC Creator software to program/debug the target PSoC 4 BLE over the SWD interface. The main advantage of an onboard programmer/ debugger is that users do not have to buy an extra programmer/debugger hardware.
Kindly refer to the user guide for the kit for more information on this.