You need to move the closing } of setup() below those other lines like this:
int Relay = 2;
int stateRelay = LOW;
long time = 0;
int stayON = 1200000; //stay on for 5000 ms
void setup() {
pinMode(Relay, OUTPUT);
} //<<<<<<<<<<<<<<< move this
digitalWrite(Relay, HIGH);
delay(stayON);
digitalWrite(Relay, LOW);
} //<<<<<<<<<<<<<<< to here
And you need a loop() {}.