General confusion about how to start
The Arduino IDE does not have a core for the ESP32 installed by default. 

The problem was solved by explicitly installing the ESP32-Arduino Core in the Arduino IDE according to their manuals 


https://github.com/espressif/arduino-esp32/blob/master/docs/arduino-ide/windows.md
https://www.smart-prototyping.com/blog/How%20to%20Install-ESP32-Core-Arduino-IDE