Error Compiling with pololu Zumo32U4

Hi so when i use pololu's example code for the Zumo32U4 ( I click verify and i get error compiling no matter which program i chose. Arduino: 1.6.4 (Windows 7), Board: "Arduino Uno"

LineFollower.ino:13:22: fatal error: Zumo32U4.h: No such file or directory compilation terminated. Error compiling.

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Please help, Thanks!