In the old ST firmwares, the example project for System Workbench are not provided. You have to manually create a project then import the source files.
Create a new C Project with Ac6 STM32 MCU GCC Toolchain, select your board then choose “Standard Peripheral Library” (download it if needed) and select “Add low level drivers” as sources.
Copy the source and header files from STM32F0-Discovery_FW_V1.0.0/Project/Demonstration into the src and inc folder of your newly created project.
The build should be done without error.