On the XC822 page [1] is said, that the Ulink2 can be used to debug an Infineon XC822.
How to connect the XC822 to the Ulink2? I have found no information about that on the internet.
Thanks Peter
[1] http://www.keil.com/dd/chip/5136.htm
Then you basically have two options.
Use the support link on this forum and ask Keil.
Or use the support link on the Infineon page and ask where to find the linked documentation.