Been through this exact confusion a couple years back so here's the short version I wish someone had told me. Your STM32 chip on a custom PCB gets programmed through small pins on the side of the chip called SWD. You buy a cheap debugger dongle, hook up four wires (power, ground, clock, data), and flash it from your computer using STM32CubeProgrammer or straight from your IDE. That's it. No bootloader fiddling needed unless you want to program over USB later. The F4 programming guide you were reading covers way more than you need for a first board, so don't sweat not understanding it. It assumes you allready know the flow.
One tip that saved me headaches: put a row of header pins on your PCB for the SWD wires before you send the design off for fabrication. Trying to probe tiny test pads with crocodile clips gets old fast.
For learning material, search for STM32 SWD programming tutorial and there are a few good writeups with wiring diagrams. The ST reference manual for your exact chip number is worth bookmarking too, even if it feels dense at first.