This is a hack and slash job of a tutorial I found on the interwebs. It's useful to refer to the page, but a lot of the code is there.
There are two variants of the Black Pill, although I suppose when using the Arduino library, it all compiles the same. I'd imagine, using the lower spec software with the higher spec device would do no damage, but writing code for the higer spec device, and compiling it for the lower spec one might result in problems.
There are two variations of the STM32 Microcontroller that come on these boards.
The Higher Spec Model is the STM32F411CEU6.
The Lower Spec Model is the STM32F401CCU6.
For all intensive purposes they are the same, but their pinouts and capabilities are slightly different, as well as obviously the clock speed and amount of ram or caches that are available.
I have been fortunate enough to have a subscription to Jetbrains Products, so I code in C++ almost exclusively with CLion, with Rider being my Visual Studio replacement. I advocate CLion, 10 outta 10!
With that in mind, everything I do in CLion can be done in VS Code, and there are even a few plugins that make it look like CLion if you want. I find it a bit clunky, honestly, but it's a suuper amazing free solution!
And with that in mind, whether using CLion or VS Code, your aim is to get a copy of platformio installed, and follow some basic tutorials online on setting up your ide with platformio. It wasn't too bad, if I recall, but Google is your best friend here.
PlatformIO needed a bit of patching for CLion, but it seemed to be well documented, and Jetbrains is really good about incorporating their changes into future releases, so if it doesn't get directly addressed by them soon, it will in some future release. I'm still crossing my fingers for UE5 support, but I won't hold my breath.
I haven't gotten too familiar with STM32CubeIDE, as I'm quite content with CLion, however I'd like to change that. It's nice to be familiar with an array of tools.
Regardless of which IDE you choose, you should definitely download and install the STM32CubeProgrammer though. This is a crucial tool, for verifying that the Black Pill is working properly. You can easily do a boot reset, if you somehow brick it, but that's usually not necessary.
In my experience, most of the times I've tried to flash my rom over to the Black Pill, it doesn't work because one of the pins in my ST-Link comes loose. Simply pushing it back in usually works.
Good luck!