Why isn't there any EEPROM in STM32F4 MCUs?
All STM32 MCUs have self-programmable flash memory. If you need to store user settings, you can store them in an area of flash.

ST provides a library to perform EEPROM emulation on the STM32F4. (There are similar libraries for most of their other parts as well.) Even if you don't plan on using that library, their application note explaining how it works may be interesting to read.