This file is part of avr-libc, which is include with the toolchain for the AVR architecture of the Mega, Uno, etc. As you discovered, the STM32 toolchain does not have this file. This means the library author has written the library in a way that is not portable to the STM32 architecture. I think the only way you would be able to use this library is by changing its code. I'm not sure how difficult that would end up being. You might first look around to see if any alternatives are available.
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