STM8 SWIM interface connection problem
I have found solution and want to share it with you.

So, first download STVP-STM8 from:

ST Website - STVP-STM8

Then install it and start St Visual Programmer



Select your programmer, in my case ST-Link, then mode (SWIMM) and your microcontroller.
Application opens up and you can read/write microcontroller.

Happy hacking everyone!