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
The setting is available in the dialog whan you create your custom board; the default is STlink-v2-1, but you should select the right debugging device at this time. If you make a mistake, just delete then re-create your board.