No devices available for project (VSCode)

I used the Monkey C extension for VS Code from Garmin, created a new project using the command Monkey C: New Project.

I have the SDK Manager installed. I tried to run the project to see if everything is setup correctly and I got the message:

"No devices available to build for project. Download devices using the SDK Manager".

I have the SDK Manager installed and downloaded all devices. I can open the SDK Manager using Monkey C: Open SDK Manager so it's set up correctly.

What is the problem?