Have you installed the cores in the IDE for the MKR board ?
TOOLS.
BOARD / BOARD MANAGER.
In the empty box type "sam" and then select "Arduino SAMD Boards (32-bits ARM Cortex-M0+)"
INSTALL
CLOSE and RE-START the IDE.
Current core version is 1.6.20
Very occasionally it might also help to restart the computer or even perform the above steps with any additional security / antivirus turned off and using ADMINISTRATOR privileges.