First, you need to read the Keil Getting Started with uVision guide and the data sheet for your processor.

In the uVision debugger, go to the 'Peripherals' menu and choose 'Interrupt'.
This gives a dialogue which lists all the available interrupt sources. When you select a particular Interrupt Source, the flags associated with that interrupt source appear at the bottom of the window. The flag names displayed correspond to the standard names used in the data sheet.
eg, to simulate a serial receive interrupt: select 'Serial Rcv' in the interrupr list, and then check 'RI'.