Hi,
Did you read the readme.txt provided with the project. It explains the different steps to make the program run. Normally, it is not necessary to add the include files you said, it is done by the "stm32f10x_conf.h".
Did you modify the "stm32f10x.h" file to select the device you are working on, and the "stm32_eval.h" file to select the evaluation board you will use ?
Yves