Hi, a couple of questions to help diagnose this issue:
Did you have mbed-os hardware connected over USB while opening Keil Studio? If so, please try again with the device disconnected.
Did mbed-os successfully import into your project? You can check this by opening the Mbed Libraries widget - there should be no errors reported. Also, check the mbed-os directory in the project. Does it look complete? In particular, check that the mbed-os/targets/targets.json file exists.