The steps to create a microcontroller application using RTX5 are:

Create a new project and select a microcontroller device.
In the Manage Run-Time Environment window, select CMSIS::CORE and CMSIS::RTOS2 (API)::Keil RTX5. You can choose to either add RTX as a library (Variant: Library) or to add the full source code (Variant: Source - required if using the Event Recorder):
If the Validation Output requires other components to be present, try to use the Resolve button.
Click OK. In the Project window, you will see the files that have been automatically added to you project, such as RTX_Config.h, RTX_Config.c, the library or the source code files, as well as the system and startup files:
If using the Variant: Source as statet above, you have to assure to use at least C99 compiler mode (Project Options -> C/C++ -> C99 Mode).
You can add template files to the project by right-clicking on Source Group 1 and selecting Add New Item to 'Source Group 1'. In the new window, click on User Code Template. On the right-hand side you will see all available template files for CMSIS-RTOS RTX:
Configure RTX5 to the application's needs using the RTX_Config.h file.

Additional requirements for RTX on Cortex-A

Cortex-A based microcontrollers are less unified with respect to the interrupt and timer implementations used compared to M-class devices. Thus RTX requires additional components when an A-class device is used, namely IRQ Controller (API) and OS Tick (API) implementations.

The default implementations provided along with CMSIS are

Arm Generic Interrupt Controller (GIC)
Arm Cortex-A5, Cortex-A9 Private Timer (PTIM)
Arm Cortex-A7 Generic Physical Timer (GTIM)

For devices not implementing GIC, PTIM nor GTIM please refer to the according device family pack and select the proper implementations.

Add support for RTX specific functions

If you require some of the RTX specific functions in your application code, #include the header file rtx_os.h. This enables low-power and tick-less operation modes.

Add Event Recorder Visibility

To use the Event Recorder together with RTX5, select the software component Compiler:Event Recorder.
Select the Source variant of the software component CMSIS:RTOS2 (API):Keil RTX5.

Component selection for Event Recorder
Call the function EventRecorderInitialize() in your application code (ideally in main()).
Build the application code and download it to the debug hardware.

Once the target application generates event information, it can be viewed in the µVision debugger using the Event Recorder.