Zephyr Workbench, a VSCode extension to manage Zephyr on STM32.
It enables users to easily create, develop, and debug Zephyr applications.
Main features:
Install host dependencies.
Import toolchain and SDK.
Create, configure, build and manage apps.
Debug STM32.
You can directly download it from the VSCode marketplace
For more details, visit the Zephyr Workbench
You should not pass the BIN file to the debugger but rather the ELF file; the BIN is a binary image, suitable to flash the MCU but not for debugging, as there is no symbol table in it.