Define "support" the CubeF4 example trees have code and BSP for the STM3240G-EVAL board.
The board was originally shipped when SPL code was in use, and there are examples for board there or the Platform Builder packages, although clearly dated at this point.
>>I planned to use Emprog-Thunderbench kindly help me where i suppose to download the software.
Sorry, looks to be Eclipse based, you'll need to work with their support/documentation about how to drive the tool(s) you have chose to use.
Download and unpack the repository to use in your own tools