Error in final launch sequence Failed for OpenOCD (Olimex) for ARM (STM32fxx)
This is a gdb error (the "back-end here refers to the gdb backend, in opposition with the front-end which is integrated with Eclipse). You need to give more information about your configuration, from what you said you are using Eclipse with openOCD and GDB. Did you compile openOCD correctly for your target? Which operating system are you using?

It also seems that you are confused about openOCD, openOCD is a program which does the JTAG communication with your target (in your case through the "Olimex", I assume you mean the Jtag Key from Olimex?). Once OpenOCD is launched and function correctly you can use GDB to debug your target.