Please attach your project.
Which version of PSoC Creator are you using?
Did you update all components of the project after downloading it?
Did you try building before or after updating all components in the project?
Did you check that the topdesign.cysch file has a BLE component in it?
Did you try searching/grepping for the "CYBLE_STATE_ADVERTISING" declaration within the IDE files? (Sometimes things are preprocessor undeclared unless certain code/IDE/settings conditions are met.)
Please find the attached successfully compiled/build project.
Note: If there are any components in the TopDesign.cysch which are grayed out ( Means needs an update ) , please right click on project name-> Update Component-> Next.