I don't know how you did that copy.
You need to be sure you have the complete project folder structures including Middlewares/Third_Party/LwIP/
Go to your project folder and check if you have that Middlewares/Third_Party/LwIP folder.
If not that means there is something wrong with your project.
As I said previously you need to clone with the --recursive option from Github, otherwise it won't work.
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