Where exactly is the problem? STM32CubeExpansion_LRWAN_V1.3.1\Projects\STM32L073RZ-Nucleo\Applications\LoRa\AT_Master\SW4STM32\I_NUCLEO_LRWAN1 is imported, compiles and links okay. I don't have your hardware and cannot test, sorry.
ST has a free Keil license for CM0(+) parts, you might want to use that first and get familiar with the projects so you can port to your platform of choice.
The Semtech libraries aren't really Cube orientated, they have a different paradigm, so probably best to use the code as provided until you understand it well enough to move it, or integrate other things into it.