In order to build the OpenWare firmwares you need the HAL libraries from STM. The best way to get these, especially if you are interested in customising the firmware, is to install STM32CubeMX and open the corresponding
.ioc file. Then if you click
Generate Files, the required libraries will be placed where they are needed.
This whole build process should be documented, but some of the tools have been changing quite quickly. Now there's STM32CubeIDE available, which I'm planning to try out. It might provide a smoother path to embedded nirvana, as it includes the ARM GCC compiler, OpenOCD and debugger.