The directions from here, are about as good as it gets, which is disappointing. For any of these BSP files to work with CubeMx, you must setup the peripheral in cube. If you do not, then it is likely that the portion of the Hal library needed by a specific BSP file, will not be available. Also, it is possible to run into re-declaration issues (multiple definitions of ...) that come from the BSP files using the same peripheral set up names as cube. Also, there are a bunch of conf files needed for these BSP files. That is sloppy. At worst, it should be one file they all reference. Otherwise, you are looking for a bunch of templates for the conf files or copying from a bunch of other locations.
I did not need to copy anything from Utilities to get them a full build working as the directions say.
I got as far as getting the stm32h747xi_eval files imported and built. You need the proper conf file with them and the errno file. Even then, the LED's never worked for me. I ended up setting up the LED pins in Cube by checking the user manual where they were connected. I then wrote a few macros for setting them and then there was light.
The BSP files are very disappointing. Why would they not work with Cube? Why not have Cube import them as middleware? If I start a board specific project in Cube, then I'd expect any middleware API to be imported as well. Way more work is needed to get them running otherwise. This seems sloppy to me.