Seriously, a picture of two lines of text and you didn't even get the extension right? Why do people find it so hard to copy and paste? Making us download and open a picture makes it less convenient for us to help you and thus less likely for you to get help. USE CODE TAGS(</> button on the toolbar).
The include filename of some libraries turning orange is merely a coincidence caused by the usual practice of giving the class the same name as the library. In the case of SparkFunESP8266WiFi.h the class is esp8266 and you should see that word go orange when you type it in the IDE if the library is installed correctly. A better indication of a successful installation is it showing up as Sketch > Include Library > SparkFun ESP8266 AT Library.