Note: J-Link can also be selected directly in the debugger of the IAR embedded workbench; RDI can be used, but is not necessary to use the EW with J-Link.
The Following steps need to be done to use the J-Link RDI DLL:

Step 1
Start the IAR Embedded Workbench and open the tutor example project or your desired project. This tutor project has been preconfigured to use the simulator driver. In order to run the J-Link RDI you must change the driver.
Step 2
Choose Project > Options and select the Debugger category. Change the Driver option to RDI.
Step 3
Go to the RDI page of the Debugger options, select the manufacturer driver (JLinkRDI.dll) and click OK
Step 4
Now an extra menu, RDI, has been added to the menu bar. Choose RDI > Configure to configure the J-Link. For details please refer to the Configuration chapter.