@@Lerssi which Launchpad are you using? The Low Power macros (LPM4, LPM3 etc) are defined in the header files for the MSP430 processors. If you start with the basic Energia sketch and put "LPM4;" in the loop section, the sketch will compile without errors for any of the MSP430 Launchpads, without needing to put any header files etc beyond what Energia automically compiles.
But - if you are using a Stellaris or Tiva launchpad, it won't compile. Stellaris & Tiva use a different method of controlling low power, and to be honest I haven't looked at it close enough to know even the basics of how low power works on these processors.