I'm having trouble building for a Feather 32u4 in Visual Micro. A sketch that simply has #include <SPI.h> added to the default template compiles fine in the Arduino IDE and throws this error in Visual Micro. Visual Micro is able to compile if the board is set to one of the standard Arduino ones.

I've tried removing the Adafruit packages from within Visual Micro and installing them again from there, no change. The board shows up in the dropdown list but obviously something's not right.

I do have a nonstandard sketchbook location in Visual Micro. I've removed it, no change. I've also tried the Arduino IDE with a variety of sketchbook locations, including an empty directory, and it still compiles fine. Tried turning "Deep search" off as something to try. No change. If Verbose is enabled, the build output is

Compiling 'FeatherGate' for 'Adafruit Feather 32u4'
Build Folder: t_avr_feather32u4/Release"
Summary: Header=1 Prototypes=3 Imports=0
Additional Defines:
Architecture Tools: .9.2-atmel3.5.4-arduino2/bin/"
Api: 1.1806.1-5
Sketch Book: "file:///C:/Work/Arduino"
Sketch Include Paths
Core Include Paths
Include Path "file:///C:/Program%20Files%20(x86)/Arduino/hardware/arduino/avr/cores/arduino"
Include Path .4.13/variants/feather32u4"

Deep search for libraries ...
el3.5.4-arduino2\bin\avr-g++" -c -g -Os -w -std=gnu++11 -fpermissive -fno-exceptions -ffunction-sections -fdata-sections -fno-threadsafe-statics -flto -w -x c++ -E -CC -mmcu=atmega32u4   -DF_CPU=8000000L -DARDUINO=10801 -DARDUINO_AVR_FEATHER32U4 -DARDUINO_ARCH_AVR -DUSB_VID=0x239A -DUSB_PID=0x800C -DUSB_MANUFACTURER="\"Adafruit\"" -DUSB_PRODUCT="\"Feather 32u4\"" -I"C:\Program Files (x86)\Arduino\hardware\arduino\avr\cores\arduino" variants\feather32u4" ather32u4\Release\FeatherGate.cpp" -o "nul"
el3.5.4-arduino2\bin\avr-g++" -c -g -Os -w -std=gnu++11 -fpermissive -fno-exceptions -ffunction-sections -fdata-sections -fno-threadsafe-statics -flto -w -x c++ -E -CC -mmcu=atmega32u4   -DF_CPU=8000000L -DARDUINO=10801 -DARDUINO_AVR_FEATHER32U4 -DARDUINO_ARCH_AVR -DUSB_VID=0x239A -DUSB_PID=0x800C -DUSB_MANUFACTURER="\"Adafruit\"" -DUSB_PRODUCT="\"Feather 32u4\"" -I"C:\Program Files (x86)\Arduino\hardware\arduino\avr\cores\arduino" variants\feather32u4" ather32u4\Release\FeatherGate.cpp" -o "nul"

FeatherGate.ino: 22:17: fatal error: SPI.h: No such file or directory
   #include <SPI.h>
   compilation terminated
Build failed for project 'FeatherGate'
 

Bit stumped now. Where can I go from here?

Is it possible you have used the visual micro NO IDE option? SPI comes with the arduino ide unless you have downloaded it from the web or your hardware includes it.

Which ide option in visual micro have you used?

Btw yes SPI comes with Arduino but my understanding is it's quite processor dependent, so there's interesting stuff happening under the hood so the right SPI stuff is brought in for the target. That's what I gathered from replies to other people elsewhere having this error and wanting to just download a generic Arduino SPI.h file.

I had the same problem for several days.  To recap, this code doesn't compile because SPI.h isn't found:

#include <SPI.h>
void setup() { }
void loop() { } 

To fix the Visual Micro install within Visual Studio:
Select the vMicro->Visual Micro Explorer menu:
Select the Manage Boards tab:
Under Board Platform Installer there was an Available Updates entry.  Install the following updates:

Arduino AVR Boards version 1.6.23
Adafruit AVR Boards Version 1.4.13 

After this I was able to compile the above code.