You may take a look at the BCM943362WCD6 platform files as reference. The BCM943362WCD6 setup with STM32F4xx family with STM32F415.
Basically you need to create your board specific platform files in .../platforms directory. Then the specific MCU related support needs to be in .../WICED/platform/MCU/STM32F4xx/GCC directory. Perhaps you can copy STM32F417 and use it for STM32F407.
Hope it helps,