Your question is somewhat unclear.
Do you have the Xilinx/Digilent Spartan 3E Starter Kit?
You said "transmit and receive data", so are you trying to communicate through the board's USB port with a BSCAN macro and scan chain that you've put into the FPGA?
If that's correct, then you want JTAG, not Slave Serial.
I think the only user-accessible two-way communication method supported by Xilinx is the "ChipScope Engine JTAG Tcl Interface". See the last chapter of your "ChipScope Pro Software and Cores User Guide".
iMPACT only programs the device. It doesn't provide any user-accessible two-way communication.
I've read some discussion forums where people have reprogrammed the board's USB interface CPLD to allow two-way communication with open-source USB/JTAG software, but it seems complicated and not authorized by Xilinx.
Or have I misunderstood your question, and you simply want to set up ChipScope for standard debugging?