WT32-ETH01 about $7 on Aliexpress if you want something ESP32 based. As easy or easier to get started with than the STM parts in my opinion. Comes with MQTT, HTTP clients & servers etc.
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.