It seems you have not downloaded the EmFile Filesystem provided by Segger. The link to download this is documented in EmFile component datasheet. I have downloaded that added dependencies to those folders/files. I'm attaching the modified project.
Note: The project has issues with VDAC component, specific to the application. I hope these errors are straight forward and you will be able to solve those errors.
Please let us know if this helps.
Thanks for your help, it's working perfectly now.
Thanks you so much.