A board core (or just board for short) is a collection of files needed to compile and upload sketches for a board. Cores are contained in packages, and can be installed using the Board Manager.
Add a board with Board Manager
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In the menu bar, open Tools > Board > Boards Manager.
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Either search for the package name (e.g. "megaAVR"), or the board (e.g. "Uno", "MKR1000", or "Portenta"), by typing in the search field.
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Find the package that includes your board.
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Click Install (the latest version is selected by default).
If the package is already installed, you will instead have the option of installing a different version or removing the package.
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Wait for the installation to complete.
You can now select boards from the installed packages in the Tools > Board menu: