I modify the system properties to display the file extensions and tick on (always show) but despite that, it still does not work
Show us the folder view with extensions showing. The folder should contain DFR_Key.cpp, DFR_Key.h, keywords.txt, and README.txt and an examples folder.
If you see other names, no amount of f**king around with other libraries or editing the sketch is going to work. You MUST rename the files as listed above.
Do NOT take pictures of the screen with your phone. Use the built in screen capture tools to take screen shots.