Hi Giangiacomo, try at first to open debugger and report errors you experience:
get focus on project explorer then
point project name and click right button
select DebugAs-> Debug Configurations
When window pane open press Debug button on bottom then report what is on both problem pop up and console output too.
check picture, in this case error is fine, wrong CPU.
Also try the commands stlink-server and openocd at terminal, see if they where installed and executable too.
If they fail maybe execution right or USB access is not set.