Currently CubMX is not yet fully integrated with System Workbench for STM32; in a future version of CubeMX it will be possible to generate directly System Workbench projects.
In the meantime you can just copy a few files from th eCubeMX generated files to your System Workbench “src” folder:
main.c - the main program generated by CubeMX (includes most initializations)
stm32fyxx_hal_msp.c - low-level core initialization (mainly interrupt-related)
stm32fyxx_it.c - HAL interrupt handlers (mainly the SysTick interrupt)
This should be enough to initialize your board correctly.