Keil MDK First Time Setup:

If it's the first time MDK is running, the "Pack Installer" will pop up again and ask you to install another package:

Confirm, look at lower right corner for progress, and wait for it to finish.

If you see this afterwards, click Yes:

Then select our chip from the list:

If it still says device not found, ignore it. After all that, you'll be greeted with this:

There are a few more things we need to change. Click Flash menu then Configure Flash Tools

Then the Settings button:

First uncheck Verify then check Reset and Run. This allows your program to start running right away after uploading instead of having to press the reset button every time.

If the Programming Algorithm box is empty, press the Add button and select the STM32F0xx 16kB Flash entry and press Add.

Press OK a few times to go back to the main screen, then press Save All button to save all the settings we just changed.