What is the relation of the presence or absence of this file with the question initially posed? At the first post you said that you did not find a way to insert breakpoints, than later you said did not have the .cof file, and now I must preseume with the lack of interrogation punctuation that you are asking how to assign the compiled .hex file with the microcontroller ? Didn't you search this ? I haven't spent more than 5 seconds to find a video of 1: 30min explaining this in detail:
https://www.youtube.com/watch?v=1oogpvQ9D1I. Should I presume you will come back asking another question unrelated to the previous one ?