The 254x User Guide is your friend ;-) Check out sections 3 and 7 for full pin reference, and CC debugger's user guide too.
Basically, you need five-wire connection between CCD and 2540 as follows:
| CC2540 | CC debugger |
| P2.1 | DD |
| P2.2 | DC |
| RESET_N | RESETn |
| 3.3V on board | TVS |
| GND on board | GND |
The way those five signals are rooted to EMK connector is not exactly convenient, but little could be done about that.
TVS is target voltage sense, which is simply a pin CC debugger uses to check if the board is powered on. It should be connected to power source of board.
Nice touch is that you can power 2540 from CC debugger (at least that works with keyfob board). Just use GND and 3.3V pins on CC debugger connectors.
BR,
Oleg