Where can I find the EEPROM memory in STM32 Nucleo F401RE?
The 32F401 does not have any EEPROM.  It does however contain 512 bytes of user OTP(One time programmable) memory.

This organized as 16 blocks of 32 bytes starting at 0x1FFF 7800.
Than at 0x1FFF 7A00 there is a block of 16 LOCK bytes which control the OTP blocks(0-15).  

You may continue writing within a block until you either have all zeros, OR the lock byte for that block has 0x00 written to it.  

Locks bytes should only have either 0x00 or 0xFF written to them.  Other values may result in the lock byte being ignored.

In certain lock modes the OTP bytes may not be readable externally.