The tool generates code and projects for some commercial IDE, if you do not use them, you're left alone with a huge amount of C Code (depends on the project configuration) and no instructions how to use it.
Since my favourite method to compile embedded C Code is to use Makefiles, I've created a template that can be used to compile the generated C Code. I'm using a "arm-none-eabi" toolchain, they are available at various places in the internet. The Makefiles should work on Linux and Cygwin. I've never tried them on Windows.
I've used Atollic Studio Lite (available free, but has a 32k size limit) to open the generated project and look up the necessary compiler settings and include paths. Then I've transferred these into a set of Makefiles that I'm using for my STM32 projects. These Makefiles build the libraries (HAL etc.) as own archives (.a), and these are linked to the main code. Dependencies are build for the main code, but not for the libraries. If you change any library configuration options, type "make libclean; make" to rebuild the libraries. In case that you regenerate the code with STM32cube, type "make clean libclean; make" to rebuild the whole project.
And yes, I'm using Windows (as a necessary evil) to run STM32cube, but then I move to my Linux box and continue there (using Eclipse, make, gcc, openocd etc). Since this workflow is rather annoying, I've recently tried to run STM32cube on Linux using wine. It works, but you'll have to install the Java Runtime for Windows into wine, which was quite easy (just run the Java installer with wine). After having installed Java, I ran STM32cube from the windows partition, where it was previously installed under windows. I've tested this as described on a recent Ubuntu 14.04 (Trusty Tahr) 64Bit setup.
There's also a native way to run STM32cube on Linux (Taken from here): First install the Oracle JRE (Oracle JRE for Ubuntu), then use java to install STM32cube: "java -jar SetupSTM32CubeMX-4.5.0.exe". Skip the installation of Desktop Icons and shortcuts and start STM32cube by java (cd to install dir, then): "java -jar STM32CubeMX.exe"
This is how to use the template:
The STM32cubeMX is still a nice tool to handle the peripheral to pin mapping and also the basic clock initialization.
The new STM HAL libraries provided with the STM32cube look interesting, but at the moment I continue to use the older Standard Firmware Libraries together with third party software like LwIP and chibios.
Look here for my multiple project makefile framework using the STM standard peripheral library: Makefile framework for STM32.
I also do not continue to use tools like Atollic, Keil, IAR etc. since they usually put annoying restrictions on their free of cost versions and use proprietary project files. I prefer using real free (and preferably OSS) tools and plain Makefiles.
Look here: The STM32 files for my other STM32 related pages.