There no need to modify the startup file, the only modif is in linker file :
instead of FLASH (rx) : ORIGIN = 0x08000000, LENGTH = 1024K, you should have FLASH (rx) : ORIGIN = 0x00200000, LENGTH = 1024K
The only problem is that openocd included in the current version of SystemWorkbench cannot program the ITCM Flash. The only solution (for now) is to use ST-Link Utility version 3.9 (will be released by the end of next week) to program your MCU ‘s ITCM Flash.
You have to set the Boot address option bytes (possible through ST-Link Utility > Option Bytes)