@mfalkvidd Thanks for the feedback, It got me a bit further.
I have a fresh Windows Arduino 1.6.12 install, and I have download the MySensors Library 2.0 through the Library manager, and I've found MySensors.h and MyConfig.h under \Documents\Arduino\libraries\MySensors
I'm able to compile and upload the RelayActuator but quite a few of the library files seem to be missing in 2.0. DallasTemperature seem to be one of them.-But I struggled with DallasTemperature and some others.
I copied all the whole MySensors-1.5.4.zip library files to to C:\Program Files (x86)\Arduino\libraries, and I managed to compile, but I got an error message saying Invalid version found: 1.04
Then I tried to only copy the DallasTemperature and OneWire folder, and I had no errors.
-So I assume all library files the entire MySensors Examples catalouge are not ready in Libraries 2.0.
Anyways: The solution to get this sensor to work with Arduino 1.6.12, following the Download and API guide, adding MySensors 2.0 through the Library Manager, is to manually add:
\Arduino\libraries\DallasTemperature
\Arduino\libraries\OneWire\
-from https://github.com/mysensors/MySensorsArduinoExamples/archive/master.zip
-And not adding the whole structure.
Now I just have to find out how to make it speak to my serial gateway