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
There is a bug in the CubeMX project generation; the workaround is simple: you should refresh the project after the first successfull compile (select the project then hit F5 or right-click >> Refresh) and then it should work.