Did you just get this error message?
If so, then you are probably attempting to run or build the uncompressed version of Blockly and you are missing the dependency on Closure Library.
Getting Closure
Getting Closure from GitHub is quick and easy:
Once you have the Closure files, place them next to Blocky's root directory and
ensure that the directory is named closure-library. This is the
directory structure you want:
That's it. Blockly should now build and work in uncompressed mode.