We have some samples for ST boards available here: https://github.com/azure-rtos/samples
If you just want to run ThreadX and you don't have one of the specific boards in the samples repo, you can easily run it on any Cortex-M from ST - just take one of ST's example hello-world projects and build the ThreadX library and demo_threadx.c file from https://github.com/azure-rtos/threadx/tree/master/samples