Error in the execution of simple program of toggling. Error message: Target not created Problem is indicated in header file <stm32f4xx.h> Do i need to download library for stm32 devices? Where can i get that?
You'll need to install whatever libraries your code is dependent on. ST has several libraries, try downloading the one you need from their site.
Error about not finding files need to be addressed by having those files, describing them correctly in the "Include Paths", and have suitable defines passed to the compiler.
ST's libraries have template and example projects, review and understand how they work and how they are constructed.