Yes, the CFA635 USB variants are supported by CC2. The driver creates a USB device, and then a Virtual Com Port (VCP) - it may be COM3, or COM7 for example. You then use this COM port when setting up CC2.
The boot screen utility is for the CFA632 / CFA634 series of modules only.
To set a custom boot screen for the CFA635, you will need to use 635_WinTest.