Development tools for Zephyr on STM32Workbench for Zephyr: VS Code extension to set up, build, flash and debug Zephyr applications on STM32.Devicetree manager: browse, edit and visualize Zephyr devicetree, STM32CubeMX-like for Zephyr.
I can't help you with integrating it into project as a straight .wav file (some parameter to linker or objcopy?), but if you're on linux making it into a header file is easy, just install the utility 'xxd' and try:
xxd -i my.wav