@finge, I hade the same issue and it took a while to find where all the librarys are stored. Anyhow, after a bit of digging I found them here: https://github.com/mysensors/MySensorsArduinoExamples
Just add all stuff in the Library folder into your own Library folder and you should be good to go
Also, don't miss that your gateway needs to be running 2.0 if your nodes does, otherwise it will not work either.
Regards,
Henrik
