Their 'STM32Cube' software gets mixed reviews, but it will spit out a working example of ethernet communication.
[1] https://www.st.com/en/evaluation-tools/nucleo-f439zi.html
When I last used Cube-MX, it was a very unpleasant experience throughout. I'd use stm32-hal or libopencm3 out of preference if I was using the parts again. The tool itself and the code it spat out had all sorts of nasty bugs and edge cases that cost days of debugging. Maybe it's improved since.
I recently discovered the ESP32 and my only complaint so far is that Ethernet (and with it PoE) is not a first class citizen of the platform.
https://liliputing.com/waveshare-esp32-p4-nano-is-a-tiny-ris...
Edit: I just saw there are way cheaper modules, although probably not as performant, like the WT32-ETH01
Sometimes. On some hardware it's broken.
Thankfully there's more than one CMake projects on github as an alternative.