CMSIS-DAP does support USB cable and Debugger as well. You need to Set Flash Algorithm to use CMSIS-DAP Debugger in Keil.
Click 'Flash' in top menu and open 'Configure Flash Tools'. Set 'Debug' on top menu with choosing 'CMSIS-DAP Debugger'.
Click 'Utilities' and choose 'CMSIS-DAP Debugger'. Open 'Settings' menu and unchecked 'SWJ' in Debug menu. Then confirm 'ARM CoreSight SW-DP' set on SW Device.
Next to the Debug menu bar, Click 'Flash Download' and set 'Erase Full Chip' in Download Function, '0x20000000 to 0x4000' in RAM for Algorithm, Add 'W7500_128KB_FLASH' on Programming Algorithm. After checking it with below figure, click 'OK'.
Download the firmware into WIZwiki-W7500. You can check complete message and the CMSIS-DAP Debugger at the bottom. Chick the 'Debug icon' or Ctrl+F5 to debug.