Your text editor made the wrong apostrophes, resulting in code that failed to compile.

// This will not compile
System.debug(‘I am static method’);
// This one is okay
System.debug('I am static method');

Make sure you're not using Microsoft Word or some other "smart" editor to write your code. If copy-pasting, make sure the apostrophes are not "smart quotes."

Because of the sheer number of tables involved, you can't use the SetupEntity relationship; in this way, it behaves more like a "special text field" rather than a "lookup relationship" field. The documentation does not specifically call this out, but if you check the examples, you'll notice there's no example of using the SetupEntityId field as a relationship. You'd need to make separate queries for each name that you need, which may mean querying hundreds of times (so, you might need to do it in chunks, depending on complexity).