Is it possible to control the SW FETs directly from one of the FN pins of CY8CLED04D01?
No, The FN0 pins cannot be used to directly drive Power FETs. The source current capability of the FN0 pins is just as much as the other PSoC GPIOs (10mA). In order to drive Power FETs, the driving circuit needs to be capable of sourcing much higher currents (in the order of 1A) for a very short period.
For details on the kind of functions that the FN0 pins can be used for, please refer to the sub-section “Function Pin (FN0[0:3])” in the ‘Power Peripherals’ chapter of the Technical Reference Manual for the CYLED family. This TRM can be found in the Help >> Documentation menu inside PSoC Designer. The file name is TechnicalReferenceManual_CY8CLED04DXX.pdf.