The entire Build Environment works well on 32bit and 64bit Windows versions - so that should not be the problem.
So I'm wondering, because your error message you post is:
Compiling main.c
main.c: fatal error: stm32f469i_discovery.h: No such file or directory
This is a compiler error, that indicates that the STM32CubeF4 software is not found. This has nothing to do with ST_LINK. ST_LINK is used, to download the binary.
Therefore you should ensure first, that the directory structure matches exactly to the screenshot that is given within the referred article.
If you have further problems, please post the exact error message and a screenshot of your STM32 root directory - then we can hopefully solve the issue...