Before going mad, by installing a STM32 board on your Windows OS, let's see how to install it with a simple way.
If you asked yourself what was going on, don't worry, you are not alone in this case.
Let's see how to resolve this problem with this tutorial.
EDIT: here's maybe the weird but working solution if you've more than one USB connection.
----------- come back to others solutions.
First of all: DO NOT INSTALL A DRIVER BEFORE PLUGGING THE BOARD.
If you've already installed drivers, remove them all.
Indeed, let Windows find the correct driver AND NEVER UPDATE IT BY NEW SOFTWARE.
Because it can make your board not visible from your IDE (like Keil, IAR, Atollic, Tasking for example) and even Windows itself.
The common error is: No STLINK detected.
Drivers provided by STMicroelectronics seem to not work properly.
Once Windows has installed it, try to upload a binary from an IDE to your board.
If it worked, you have just resolved your problem.
Note that the ST-LINK driver is different from the ST-LINK Utility driver.
So if you would like to play with the ST-LINK Utility, now you could.
But be aware to not make the board write protected after using the ST-LINK Utility.
Indeed once ST-LINK Utility opened, if you went to Target > Option Bytes you would have seen in the Flash sectors protection all pages with a write protection if you enabled the page.
STM32 board are fun but with really bad recent drivers and a bit complex system to use them.
Anyway, good job you've made it.