Thank you so much for the help.
#include "../FSM_Lib/FSM.h"
Was in the FSM.cpp , and once this was fixed then I was able to get it to compile.
For anyone else using Arduino functions in a library, you need to add #include <Arduino.h> in order to use functions like millis() in the library. Otherwise you get the error:
error: 'millis' was not declared in this scope