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
On Linux it installs to $HOME/.ac6/SW4STM32/firmwares/. I suggest checking c:\Users\ to see if there is something there. You might have to do whatever is needed to reveal hidden files. At worst, search your drive for SW4STM32.