WICED SDK could be connected to the STM32Fx-Discovery board (in this case STM32F4-Discovery board is used) with JTAG debugger.
Connect the JTAG debugger to the STM32F4-Discovery board using the following connections.
To build an application and run it on the target STM32F4-Discovery board add the following to the Make Target built command:
For Olimex: JTAG=Olimex_ARM-USB-TINY-H
For Segger: JTAG=jlink
<WicedApplication>-<YourPlatform> JTAG=Olimex_ARM-USB-TINY-H download run
For sample interface of interfacing SN8000 WiFi module to the STM32F4-Discovery board please check out this link SN8000 WiFi Module with STM Discovery Board.