Ah yes, if you’re using a custom target, you need to enable an upload method for that target in order for mbed-ce to generate VS Code config files.
You will need to add something like:
# Config options for STM32Cube
# -------------------------------------------------------------
set(STM32CUBE_UPLOAD_ENABLED TRUE)
set(STM32CUBE_CONNECT_COMMAND -c port=SWD reset=HWrst)
set(STM32CUBE_GDBSERVER_ARGS --swd)
after the include of app.cmake in your top-level CMakeLists.txt. Then, set -DUPLOAD_METHOD=STM32CUBE.
And regarding the forum, I think this is a good place to ask questions like this. The Mbed CE discussion page has been used more for developer discussion.