Debugger does nothing
What kind of errors do you get? It's difficult to help you with so few information
To debug under SW4STM32, you must create a debug configuration; these are not part of the project you've got from your vendor, so you have to create your own by right-clicing on the project then selecting Debug As >> Ac6 STM32 C/C++ Application; this should start the debugger correctly.
What could cause problem is if the project was configured for a board and you have another board connected to your PC. You should then create a new project, targeting the correct board and copy the source code for your project (just the application code itself, not the libraries).
HTH
Bernard (Ac6)