First take the J-Link EDU Mini, you can find more information here:
Then, get the J-Link EDU Mini. Then, use the cable with a micro USB connector on one end and a USB Type-A connector on the other end.
Please, connect the 10-Pin 2x5 Socket-Socket IDC (SWD) Ribbon cable in the following position to the J-Link EDU Mini:
Next, please pick up the DCD-LZ adapt board:
Next, connect one end of the 10-pin 2x5 Socket-Socket IDC (SWD) ribbon cable to the connector on the DCD-LZ adapt board. Ensure that the orientation of the connector corresponds to the one shown in the following image:
The pick the 7 position JST-GH connector:
Finally, connect one end to the DCD-LZ adapt board and the other end of the 7 position JST-GH connector to the MR-CANHUBK344. Please, connect it into the pin showed in the following image: