Hi @shoujie2021,
Mbed Studio does not officially support external probes other than STLink. That being said Studio is also not preventing form trying other probes. We are aware of an issue in pyOCD (tool used in Studio for flashing and debugging a program on the board) with JLink support. Mbed Studio 1.4.0 that will be released soon is updating pyOCD to latest version (0.30.2). It contains a fix for JLink and other probes. It may be worth rechecking this problem then.
Kind Regards,
Arek - Studio team