This guide for Windows 10 for now. Example for NUCLEO-L053R8

Special thanks to GREGOR_812's note

1. Install Chocolatey then run

choco install gcc-arm-embedded make

Or instal packages manually

2. Download OpenOCD and add to 'Path'

OpenOCD or Download OpenOCD for Windows

3. Check connection (for NUCLEO-L053R8)

openocd -f interface/stlink-v2-1.cfg -f target/stm32l0.cfg

4. Generate STM32CubeMX project where Toolchain/IDE config is Makefile

My STM32 Cube Repository directory is c:\STM32CubeRepository and I check in project manager:

• Add necessary library files as reference in the toolchain project configuration file
• Generate peripheral initialization as a pair of .c / .h files per peripheral

5. Find and copy .svd-file into root of your project directory

MCU page on st.com -> Resources -> HW Model, CAD Libraries & SVD -> download System View Description

6. Copy .vscode from this repository into root of your project directory and improve it depend on your own configurations

• Copy C includes from Makefile to includePath section in .vscode/c_cpp_properties.json
• Copy C defines from Makefile to defines section in .vscode/c_cpp_properties.json
• Copy uncommented defines from Module Selection of Inc/stm32xxxx_hal_conf.h to defines section in .vscode/c_cpp_properties.json

7. Install vscode extentions:

• Cortex-Debug from marus25.
• С/С++ from Microsoft

8. Press F5 and enjoy

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I'm not sure that really must done, but it helped me. First run VS code as administrator. Next you can start it as common user.