I have a MX460 development board from olimex and a PIC-ICD2-TINY programmer but I do not know how to connect them and how to configure MPLABX to use it.
The best place to reference is Olimex's website, which lists the PIC-ICD2-TINY as OBSOLETE.
PIC-ICD2-TINY
According to Olimex's website the PIC-ICD2-TINY is only compatible with earlier versions of MPLAB IDE, pre MPLAB 8.XX, it makes no mention of MPLABX.
It is most likely not compatible with MPLABX or ever will be.
Officially, neither the Microchip ICD2 nor PICkit 2 are compatible with the current version of MPLABX, why extend compatibility to an programmer considered obsolete by its own manufacture.
If you insist on utilizing the PIC-ICD2-TINY, you'll probably need to install the MPLAB IDE and C32 compiler.
Or the PIC-ICD2-TINY maybe compatible with the PICkit 2 programming application:
PICkit 2 V2.60 Install with .NET Framework
However, caution as the product page FAQ states their is an issue with the programming voltage and some PIC variants.
Or better yet obtaining a more current programmer/debugger, a unit compatible with MPLABX.
I connect the programmer via ICSP. But I still have a power jack that I do not know if I have to use it to power the programmer or to power the development board.
Once again consult the Olimex Website, there are compatibility issues with the programming voltage and many PIC variants.
BigDog