When creating a new project using the New Project Wizard, you
will be given the option to select which hardware you will be using to debug your chip.
Select the P&E hardware interfaces you want to use by checking the checkboxes.
Figure 1. New project wizard 
Note: Once the project is created, new connections will be created with the P&E hardware interfaces you have selected as the default settings. Use Debug Configurations if you want to edit or change your hardware interface and its settings. If the P&E Cyclone was selected, the USB port will be the default setting. Use Debug Configurations to switch to Ethernet or Serial port connections.