mkdir stm32cubemx
cd stm32cubemx
unzip ../SetupSTM32CubeMX-4.3.0.exe
Taking a look at "META-INF/MANIFEST.MF" you'll see it want's to run "com.izforge.izpack.installer.bootstrap.Installer" so I did that next.
java -cp . com.izforge.izpack.installer.bootstrap.Installer
Looking at the install directory we find another exe. Lets unzip again. This time in place (zip bomb, but that's ok).
cd <install location>
unzip STM32CubeMX.exe
Looking at "META-INF/MANIFEST.MF" we now see "com.st.microxplorer.maingui.IOConfigurator" so I ran that.
java -cp . com.st.microxplorer.maingui.IOConfiguratorSeems to work just fine.