I checked the path and it was set for "cmake" instead of "cube-cmake", so updated it.
When building the project i got different errors
[cmakeExecutable] CMake executable not found in cache. Checking again.
[proc] Executing command: cube-cmake --version
[proc] The command: cube-cmake --version failed with error: Error: spawn cube-cmake ENOENT
[proc] Executing command: cube-cmake -E capabilities
[proc] The command: cube-cmake -E capabilities failed with error: Error: spawn cube-cmake ENOENT
[main] Building folder: Nucleo-C562RE_Test_cmake
[cmakeExecutable] CMake executable not found in cache. Checking again.
[proc] Executing command: cube-cmake --version
[proc] The command: cube-cmake --version failed with error: Error: spawn cube-cmake ENOENT
[proc] Executing command: cube-cmake -E capabilities
[proc] The command: cube-cmake -E capabilities failed with error: Error: spawn cube-cmake ENOENT
[rollbar] Unhandled exception: Unhandled Promise rejection: build Error: Build failed: Unable to configure the project {}
I had the VS Code agent fix it. It added a wrapper "cube-cmake.cmd" which created this text
@Echo off
"%~dp0cube.exe" cmake %*
But it still had the same build error. Then I had the agent try to fix again and it create a settings.json file and added a path.

So now I am able to build the project with zero errors.