Marlin firmware is a collection of files, Don't just copy the pde file - copy the entire directory into the IDE sketchbook directory. I can't remember the organization of the subdirectories, but if you create a dummy project you can mimic the directory tree it creates.
Also, I'm not sure of the current state of this, but the Marlin I am using does not work with the 1.x Arduino IDE; I needed to load 0.23. If somehow you are using a version that will work in 1.0, then the pde file isn't the one you are looking for. Starting in 1.0, the Arduino IDE looks for a file extension of .ino for its main routine
Also, I'm not sure of the current state of this, but the Marlin I am using does not work with the 1.x Arduino IDE; I needed to load 0.23. If somehow you are using a version that will work in 1.0, then the pde file isn't the one you are looking for. Starting in 1.0, the Arduino IDE looks for a file extension of .ino for its main routine