Hi,
Normally, when you create a new project with the Mbed Project Wizard, it will simply clone the official blinky sample and will use the mbed version that was referenced by it.
We have just rechecked it and as of 2020-05-16, the sample project references mbed 5.15.1 (you can double-check it by running “git describe” in the mbed-os subdirectory), so it works as expected.
Either way, you can change the referenced mbed version by right-clicking on Libraries->mbed-os in Solution Explorer and selecting “Change Library Version”.