In the project properties can you verify that the include paths have been generated properly.
You should have something like
../Inc
../Middlewares/ST/AI/AI/include
../Middlewares/ST/AI/AI/data
then the regular HAL and CMSIS includes
to make sure all the elements are generated you should check all the check box in the upper part of the configuration (Artificial Intelligence Code, Artificial Intelligence Application) and give in the Platform settings the USART to use to communicate back to the PC (normally it is the STLink VCP USART)
Regards
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