"No such file or directory" error message when compiling code written by a vendo

Hi I am trying to use code from this website

to test a digital display.

There is an example program called HelloDemo they provide to test the display I have bought.

I have downloaded the file, placed it in my "Downloads" folder opened the file

HelloDemo.ino

tried to run it and I get

==========================================================================
Arduino: 1.8.5 (Windows 10), Board: "Arduino/Genuino Uno"

C:\Users\Deen.Brown\Downloads\Noritake VFD Display\Arduino_Noritake_VFD_CUU\CUU\examples\HelloDemo\HelloDemo.ino:1:27: fatal error: CUU_Interface.h: No such file or directory

#include <CUU_Interface.h>

^

compilation terminated.

exit status 1
Error compiling for board Arduino/Genuino Uno.

Now the libraries are there but the program won't see it, what should I do?

Arduino_Noritake_VFD_CUU.zip (13.9 KB)

Now the libraries are there

Where is "there"?

Inside the zipped file

\Arduino_Noritake_VFD_CUU\CUU\examples\HelloDemo\HelloDemo.ino

I have gotten a little headway, in the menu

Sketch

Include Library
Add .ZIP Library

I added the "Arduino_Noritake_VFD_CUU" Zip file (I provided as an attachment)

Closed the program out ran it again, and now it can see the headers (or libraries).

I have other errors and issues now but I have made it past that one

I have other errors and issues now

And they are. . . ?