I'm proposing you to discover how to install it in order to easier your first steps when you'll have your own (that might not be as easy as it seems...)
You'll need a USB cable ‘type A to mini-B’ to connect the board to your PC, and it's not shipped in the package.
Important steps are to install the board drivers on your PC.
They are available on the ST site part dedicated to the board.
In our case F411RE:
Then you'll need also to upgrade the firmware, and this is done getting the last version on mBed:
Once those steps are done, you can connect your board to your pc and see the default program running.
You can also go to mdeb.org and compile a program that you'll save on the STM32 as I'll show in next article.