Hello Holger,
When using the "Create Embedded Target..." Utility, you need to be sure that you copy the folder to the same level of the folder hierarchy so that it maintains any functional dependencies. For example, you would need to Copy the "targets\ecos\cmd565" folder into the "target\ecos\XXX" directory and not into the "target\XXX" directory. Furthermore, when you copy a target using this utility, all of its sub-targets will be invalid. For example, if you copy the "target\vxworks" folder to "target\YYY", the "target\YYY\cmd565" target will not be valid.
I think that the best solution for you is to copy the "target\ecos" folder using the utility, then manually copy and relying the "\target\ecos\cmd565" example target.
I hope that this helps.
P.J.