I don't see the example in the Keil Pack Installer I use the nRF52 on the PCA10040 development board
Support for CMSIS Pack is deprecated in nRF5 SDK 11.0.0. See this.
You can download the SDK 11.0.0 zip here.
The example can be found in \examples\ble_central_and_peripheral\experimental\ble_app_multirole_lesc