You have to make an OpenFL project, not a flash one, this is because HaxePunk uses OpenFL for rendering.
To get flashdevelop work with an HaxePunk project this is what I usually do:
- Create a new blank openfl project in FlashDevelop
- Create a haxepunk project the commandline (it should be 'haxepunk new name')
- Substitute files from the haxepunk project into the flashdevelop one
- "Fix what's wrong"
Number 4 is usually a matter of renaming files, iirc in the haxepunk project files has a different name from the one in the flashdevelop one so you'll have to change it