Download and install System Workbench from https://www.st.com/content/st_com/en/products/development-tools/software-development-tools/stm32-software-development-tools/stm32-ides/sw4stm32.html

I used release 1.17.0 for Windows, there is Linux version.

Download STSW-STM32138 STM32F429 discovery firmware package (UM1662)

from 

 https://my.st.com/content/my_st_com/en/products/embedded-software/mcu-mpu-embedded-software/stm32-embedded-software/stm32-standard-peripheral-library-expansion/stsw-stm32138.license=1586852341997.product=STSW-STM32138.version=1.0.1.html
and expand in the root directory C:\. If you choose anothere place than you'll need to change the include directories accordingly.

CMSIS fft routines in that package ( V3.20 ) cause an hardfault.

(https://community.arm.com/thread/6192)
 CMSIS 4.5 is ok but needs the ST Device directory from ST's packaged CMSIS 3.20.

Proceed as follows:

Download CMSIS 4.5 from https://github.com/ARM-software/CMSIS/archive/v4.5.0.zip
Rename C:\STM32F429I-Discovery_FW_V1.0.1\Libraries\CMSIS to C:\STM32F429I-Discovery_FW_V1.0.1\Libraries\CMSIS_FromST
Copy CMSIS 4.5 in C:\STM32F429I-Discovery_FW_V1.0.1\Libraries
Add the Device directory from ST's package:
Copy C:\STM32F429I-Discovery_FW_V1.0.1\Libraries\CMSIS_FromST\Device to C:\STM32F429IDiscovery_FW_V1.0.1\Libraries\CMSIS\Device

Download the source code from the GitHub link provided, build and flash. 

Strong signals can be received just by connecting an antenna or a generator to the ADC's input, with two Rs for setting the DC level at the center of the ADC range. Later on a preanplifier and input filter can be added. Also, the original I2PHD paper implements a low pass filter for the audio output. Needless to say, if you are in a hurry you can omit it and connect the DAC output to an amplified speaker through a 1 uF cap.

There are a couple of compiler's directive that simulate an RF signal or an audio signal. These are useful for testing if everithing is OK.

I had good results with a tuned  magnetic loop