You can program and debug LoRa-STM32WL-DevKit via the micro USB. There is on-board CMSIS-DAP debugger, based on STM32L052K8U3. The on-board debugger is made after this project:

https://github.com/devanlai/dap42

Some environments with CMSIS-DAP and GDB server support (like Keil MDK 5 и IAR EW for ARM) would allow for integration and thus debugging. Some others (like STM32CubeIDE) do not and require first building the binary and then uploading manually.

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How to program the board via the micro USB:

1. Prepare a binary suitabe for the board.

2. Download latest OpenOCD on your computer, should be version 0.11.0 or newer (older versions have no support for the stm32wlx chip).

3. Plug in the board to the computer.

4. Navigate to the folder with the openocd binary and run (remember to replace "BB-STM32WLE-WAN.elf" with the name of your binary):

openocd -f interface/cmsis-dap.cfg -c "cmsis_dap_vid_pid 0x15ba 0x0044" -c "transport select swd" -c "adapter speed 4000" -f "target/stm32wlx.cfg" -c "program BB-STM32WLE-WAN.elf"

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If you instead want to start a GDB server between OpenOCD and the board (GDB server is useful for software tools that support such connection):

1. Download latest OpenOCD, should be version 0.11.0 or newer (older versions have no support for the stm32wlx chip). 

2. Plug in the board to the computer.

3. Navigate to the folder with the openocd binary and run (remember to replace "BB-STM32WLE-WAN.elf" with the name of your binary):

openocd -f interface/cmsis-dap.cfg -c "cmsis_dap_vid_pid 0x15ba 0x0044" -c "transport select swd" -c "adapter speed 4000" -f "target/stm32wlx.cfg"

This would result in messange ending in:

Info : [stm32wlx.cpu0] Cortex-M4 r0p1 processor detected
Info : [stm32wlx.cpu0] target has 6 breakpoints, 4 watchpoints
Info : [stm32wlx.cpu0] external reset detected
Info : starting gdb server for stm32wlx.cpu0 on 3333
Info : Listening on port 3333 for gdb connections

Now you have two options:

4.1 (Option) If you use software like Keil MDK or IAR EW for ARM that has support for CMSIS-DAP and GDB:

After that configure the software tool in the environment's settings to GDB connection on localhost port 3333.

4.2 (Option) If you instead want to manually send commands and initialize commands for programming or debugging via OpenOCD:

Start a second terminal and open Telnet connection to localhost and port 4444. Issue commands in second terminal, for example issue "reset halt" to confirm the connection. 
If there are errors make sure you are using the latest OpenOCD release and try again.