The Galileo isn't connected on the same subnet as the desktop computer.
This is often caused by a laptop on wireless attempting to communitcate with a wired galileo. The best solution is to have the Galileo's ethernet connected to the desktop via a dedicated ehternet port or USB ethernet adapter.
When you have received this message after creating a new project and trying to build and compile, then you may be missing the Galileo C++ SDK NuGet package. Also, Intellisense will be underlining all code relating the Arduino SDK (pictured below).
To recover, go to the TOOLS->NuGet Package Manager->Manage NuGet Packages for Solution... menu.