How did you solve this problem? How and where to set in utilities? Kindly reply
And you have a U-LINK debug probe? Because I'm reasonably sure Code Composer doesn't use a U-LINK for it's debug connectivity.
If you don't have a U-LINK probe, it's going to be pretty hard for the Keil uVision to "find" one for you.
Also make sure you're using a U-LINK II, as the original U-LINK (the one using the Cypress USB chip) has been discontinued for some time.