ST-Link/V2 is not-so-expensive JTAG/SWD debugger.
I use ST-Link/V2 with SWD to connect STM32 part of STM8S Discovery Kit.
The connection
Here is the top view of STM8S Discovery Kit:
CN5 of STM32 part of STM8S Discovery Kit TnRST 8 7 GND <---------- BLUE TDI 6 5 TMS/SWDIO …