Normally, when you create a project using th eSystem Workbench for STM32 wizard, the library project is automatically opened; if it was closed it’s probably because you close it, thinking it was no more useful...
The firmware code was placed in a separate library so that you can create several programs (projects) on the same board that share the same library without having to incur th ecompile time for the library.
As the linker is smart enough to only include, in your final binary, code that was effectively useful, you can create a common library for all applications using a given board and only compile it once.
FreeRTOS compatibility will be enhanced, for HAL library, in the next release of System Workbench for STM32 which is due end of the week. This shoud solve the problems you report. You will just have to do a Help >> Check for updates... to get it next week.
Regarding the differences between the HAL and StdPeriph libraries, the HAL libraries are the new format of libraries, wile StdPeriph are legacy firmware libraries, so if you are used to the HAL libraries, there is probably no need to get accstomed to the older StdPeriph libraries (especially as these will not support new chips and may not be updated for bug fixes in the future).