Have you installed the udev rules to permit access to the USB JLink device?
In the Freedom Studio installation folder you can find a rules file named 99-jlink.rules that needs to be copied to /etc/udev/rules.d (and you need to restart the udev service to pick up the new rules). Also make sure your account is a member of the ‘plugdev’ group.
With those done you should be able to connect to the onboard jlink. Let me know if you still cannot connect after doing this.
I did manage to get the j-link working and I was able to run programs on my board. Thanks a ton! I know I’m two weeks late responding to this, sorry.