Ok, I found the instruction from this link for Arduino: 1.6.5:
I got this error when verifying the CANBUS Triple scketch:
Arduino: 1.6.5 (Windows 8.1), Board: "Arduino Leonardo"
CANBusTriple.ino:11:20: fatal error: CANBus.h: No such file or directory
This report would have more information with
"Show verbose output during compilation"
enabled in File > Preferences.