My keil5 doesn't make RTE_Device.h(Startup) in new projects
Go to:

Project - New uVision Project - Choose your micro-controller.

Keil uVision 5 should specifically ask you:


  Copy 'Startup.s' to Project Folder and Add File to Project ?


If for some reason or other, this is not the case in your project:


Right Click on Source Group 1
Click on Add New Item to Group 'Source Group 1'
Click on Asm FIle (.s)


This will act as your startup.s file.

You may want to read further, here.