Why am I getting an error when setting the TRIS registers with PIC?
You are using a baseline PIC, so you can refer to the XC8 compiler User's Guide section 5.3.10: 


  5.3.10 Baseline PIC MCU Special Instructions The Baseline devices have some registers which are not in the normal SFR space and cannot be
  accessed using an ordinary file instruction. These are the OPTION and
  TRIS registers. Both registers are write-only and cannot be used in
  expression that read their value. They can only be accessed using
  special instructions which the compiler will use automatically. The
  definition of the variables that map to these registers make use of
  the control qualifier. This qualifier informs the compiler that the
  registers are outside of the normal address space and that a different
  access method is required. You should not use this qualifiers for any
  other registers
  
  When you write to either of these SFR variables, the compiler will use the appropriate instruction to load the value. So, for example, to
  load the TRIS register, the following code: TRIS = 0xFF;


You will find the following definition in the relevant .h file for this chip: 

// Register: TRISGPIO
#define TRISGPIO TRISGPIO
extern volatile __control unsigned char TRISGPIO            __at(0x006);


Which indeed contains the aforementioned __control qualifier. However it also defines TRISGPIO! And I tried a simple program and it does work if xc.h  (which loads PIC10F206.h) is included, for either TRIS or TRISGPIO (MPLAB-X , XC8 V2.10).  

You also have error markers beside your GPIO names, which implies your .h file is not being properly included or is missing something. 

Edit: As @brhans mentions, make sure you've properly configured MPLAB-X for that exact chip. Your tree should look something like this: 



If it's not properly configured it may be including the wrong file or nothing, I can't say as I've run into that issue myself.