@TShun.1 make sure you connect STWIN to your laptop first, then connect ST-LINK. Otherwise, you will see only 32KB like in your screenshot, which is the memory on ST-LINK.
@OLawa.1, arm-none-eabi-as is the the portable GNU assembler. Do you have the GNU Arm toolchain installed? Make sure you have it and have access to the path. For Linux, use $ chmod 755 -R /path to grant permission to the folder.
If it is not supported in CubeMX, I don't think you can find .ico file for it. Most likely you have to choose the MCU on it and start from scratch to configure the peripherals and manually add driver for sensors (microphone for audio sensing?)