This error is addressed in the PROS CLI 3.2.0 release Known Issues: PROS CLI 3.2.0 - 📶 Wireless Terminal! (IMPORTANT) - #12 by hotel
If I remember correctly, you have to add the ARM GCC toolchain to your system’s path. Instructions on how to do so are in the post I linked.
Also, the errors you’re getting on the #include statements are probably caused by the linter (see this post). They aren’t actual errors in the code, though, so you should be able to compile.