You will need to install the ESP32 Board and the used Libs in your Arduino App.
Instructions for installing the Arduino-ESP32 core for the Arduino IDE can be found here: https://github.com/espressif/arduino-esp32#installation-instructions
You'll need to add the sensor library from https://github.com/sensebox/SDS011-select-serial. The other dependencies can be picked directly from Manage Libraries in the IDE.
Selecting ESP32 Dev board in Board Manager should work fine.