Environment:

SDK: 5.0.2.1
Keil_4
Bluetooth@Smart Developement Kit- Pro ( Starter Kit + DA14580ATDB-P Daughterboard FN40 )
( Written on the Box: "Develop with confidence" )

Action:
- open project "...\SDK 5.0.2.1\DA1458x_SDK\5.0.2.1\projects\target_apps\peripheral_examples\blinky\Keil_4"
- press BUILD (F7)

Result:

*** Using Compiler 'V5.06 (build 20)', folder: 'C:\Program Files (x86)\ARM\ARMCC\Bin'
Build target 'BLINKY'
compiling system_ARMCM0.c...
..\..\shared\startup\system_ARMCM0.c(26): error: #5: cannot open source input file "ARMCM0.h": No such file or directory
#include "ARMCM0.h"
..\..\shared\startup\system_ARMCM0.c: 0 warnings, 1 error
compiling gpio.c...
"no source": Error: #5: cannot open source input file "..\..\..\..\..\sdk\platform\driver\gpio\gpio.c": No such file or directory
..\..\..\..\..\sdk\platform\driver\gpio\gpio.c: 0 warnings, 1 error
compiling uart2.c...
"no source": Error: #5: cannot open source input file "..\..\..\..\..\sdk\platform\driver\uart\uart2.c": No such file or directory
..\..\..\..\..\sdk\platform\driver\uart\uart2.c: 0 warnings, 1 error
compiling common_uart.c...
..\..\shared\common_uart\common_uart.c(19): error: #5: cannot open source input file "global_io.h": No such file or directory
#include "global_io.h"
..\..\shared\common_uart\common_uart.c: 0 warnings, 1 error
compiling main.c...
..\src\main.c(19): error: #5: cannot open source input file "global_io.h": No such file or directory
#include "global_io.h"
..\src\main.c: 0 warnings, 1 error
compiling user_periph_setup.c...
..\src\user_periph_setup.c(17): error: #5: cannot open source input file "global_io.h": No such file or directory
#include "global_io.h"
..\src\user_periph_setup.c: 0 warnings, 1 error
".\out\blinky.axf" - 4 Error(s), 0 Warning(s).
Target not created.
Build Time Elapsed: 00:00:01