You cannot use the programs from ST, you must use the software from Geehy.Geehy DFU Programmer is used for DFU upgrade of APM32 series MCU.
https://www.geehy.com/uploads/tool/AN1081_APM32F4xx_Quick%20Start%20Guide.pdfAfter you have converted a st-link to a j-link, for example from a Nucleo development board from ST, you will use the j-flash software from Segger to program the mcu, not the software from ST. You will need to connect the boards to be able to program.
Update: Yes, use tools from Geehy.