Before going to the CUBEIDE first we see the schematic diagram of our board how the led are connected. For this u can refer to the user manual of your board. Now I am using stm32f407x, u can find the schematic diagram of LED at page-28. There u can find that our board has a on-board 4 leds named as PD12, PD13,PD14,PD15 As the name PD12 says that it connected to PORT-D of 12th pin of our board.

Now open your CUBEIDE select the file and create a new stm32 project and if u want to work with the board then go to the board section and type your board name and select the board and click next and click finish. Now u can see an window which contain your board.

Go to the PD12, PD13, PD14, PD15 make them as GPIO_OUTPUT(the pins is set to output mode). Next go to clock configuration as we discuss previous it default runs with internal clock (HSI). Now we need to save the file. Then it automatically ask to generate code then click ok. U can find a file is opened with a lot of code. This total code enable the clock, peripheral and intilizing it to output is done by this software only.
Now go to main and start coding at while section, u have to toggle the led of on-board led.

HAL (hardware abstraction layer) it is a library which makes our work easer by enable what we required.
Now type the code given in figure. It says that toggle the led for every second hal_toggle_pin makes led on and off and hal_delay makes the led wait for one sec. after writing the code click on hammer then u should see in console as show in fig. After that click on debug there u can the LED blinking on your board.

Another way
Before there is an library called HAL it helps us to enable all registers. If u need to write a code without any library then first thing u should do is to define address of each peripheral and create macros for each register and create macro for clock. By doing this u knows how the MCU works. If u love embedded then u should follow this step.