I will keep it short and clean, if it won't be enough please let me know and add more details.
When using an Arduino UNO, a serial communication can be achieved by the same USB connection which is also used to load the code or power the board.
But when using another board for ex. stm32f4-disc, I also power the board and send the code into the board via a USB port on my board. However to get a serial communication between pc and board, I specify some pins as UART Tx/Rx and use a TTL-USB converter.
So why using the USB port on Arduino UNO for serial communication is possible while it is not the case with STM32F4-DISC?