Include header files not found, though libraries are installed

Hi, I am just new starting Arduino develelopment with Platform IO.
Problem is that when new project is created and all the necessary libraries installed to that project.
The compiler says that *.h header files not found, it does not compile.
The process I did:
Because “Import Arduino Project” gives nonsense name that cannot be renamed, I first created new project with option “location” unchecked to specify directory where I want.
Then copied and pasted my Arduino sketch (.ino) to main.cpp
Then installed the necessary libraries to my project,
in Platform.ini file:

lib_deps = 
    adafruit/Adafruit Unified Sensor@^1.1.4
    sparkfun/SparkFun u-blox Arduino Library@^1.8.10

All libraries look installed in PlatformIO IDE
Yet, compiler cannot find header files ? #include errors detected, update includePath …
What I am missing here ? Does includePath get updated when I install libraries ?

Regarding which files?

Did you Ctrl+Shift+P -> Rebuild IntelliSense? Does the build fail?

Hi, pressing Ctrl+Shift+P gives me long list of options, choosing Rebuild IntelliSense Index,takes about 3 sec and I think is OK now, but the error exists.
This is quite confusing, I have 1 workspace and 2 projects there: the first project has nearly same libraries and it builds and downloads ok. But the 2nd does not. I try to choose the 2. project and click build (on the bottom taskbar) but this builds the first project, and downloads the first project.
How can I choose the active project to build, or remove the other from the workspace ? Cannot find IDE options to do that

See docs, “project environment switcher”.