After many tries I have succeded to flash the STM32. Details in "Build Instructions".
First issue : impossible to connect the STM32 and the STLINK. Solution : Put the NRST pin to the GND, click on connect in the cube programmer, then after 1s disconnect NRST.
Second issue : The program doesn't start due to a wrong board selection in the ARDUINO IDE. Solution : In the list select the Blue F407VE mini. Should correspond to this board (??) : https://stm32-base.org/boards/STM32F407VET6-VCC-GND-Small