The reason for this error is that you don't have one of the library dependencies installed. All the >4500 libraries of the Arduino Library Manager are pre-installed in Arduino Web Editor and Arduino IoT Cloud, so you might be accustomed to all the libraries you need already being available, but when using sketches with the desktop IDE on your computer you will often need to install library dependencies. What might be a little confusing is that in addition to the libraries your sketch uses directly, those libraries may have their own library dependencies, which is the case here.
Fortunately, the Arduino Library Manager makes it very easy to install libraries. Please try this:
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Select Sketch > Include Library > Manage Libraries... from the Arduino IDE menus.
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Wait for the update to finish.
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In the "Filter your search" field, type
Arduino_ConnectionHandler. -
Press Enter.
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Scroll down through the list of search results until you see "Arduino_ConnectionHandler by Arduino.cc". Click on it.
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Click the Install button.
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You may now get a dialog asking:
Would you like to install also all the missing dependencies?
If so, click the Install all button.
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Wait for the installation to finish.
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Click the Close button.
Now try compiling the sketch again. There might be additional libraries which are missing. In that case, you can repeat the instruction above, only adjusting the search keywords according to the file name shown in the new error message.