Heh, I hadn't even checked if the EMW3165 has CAN peripherals, just assumed it did for some reason. I just looked at the datasheet for the STM32F411CE and it does indeed lack CAN bus peripherals.
Nb... you don't need Keil for anything, though it can perhaps be handy to use the emulator. I pointed out the AN from Keil more as a reference for how you can use CAN with STM32Fx MCUs and directions for implementation, rather than an endorsement. Personally I've never used Keil... I've not even installed it ever.
I use Linux, so I'm limited to gcc and eclipse mostly and those are free and work fine.