Cannot use pre-installed libraries

I’ve installed Arduino, opened a new project, saved it in the default location, and written some very simple code:

#include <Keyboard.h>

void setup() {
  // put your setup code here, to run once:
  Keyboard.begin();
}

void loop() {
  // put your main code here, to run repeatedly:

}

But I just keep getting:

‘Keyboard’ not found. Does your sketch include the line ‘#include <Keyboard.h>’?

I included the library through the Sketch Menu, not typing it manually.

Running Arduino 1.6.13 on Windows 10.

Never mind. Seems the processor doesn't support it - pity the error message isn't more useful!