On the Odyssey board that I have, there are four exposed pads near the SD card slot. I soldered a pin header to this and used jumper wires to the appropriate pins on the ST-Link.
I don’t have an ST-Link but I am using a J-Link for SWD, so it should be similar. I have connected, J-Link VTref to 3.3V on the Odyssey’s RaspberryPi header. The four pads on the Odyssey I have connected to their matching pins on the J-Link.