If you are using MSVC++ (Microsoft Visual C++) you have to allow the compiler to locate that file. The message is telling you that the compiler is not able to locate thta file.
There cam be two causes
(1) The file in not present
(2) The file is present but the include directory pat hused by MSVC to locate .h files is not properly setted
In the first case you can just create that file (it has usually a standard content and is automatically generate by MSVC if you create a new project)
In the second case you have to tell to MSVC where it has to look in order to find the file. You can do that with the menu Tools, Options and setting the voice "Include Files" of the "Directory" Tab.
Hope this help.
Commenter-1.