.h files (header files) are stored in a specific folder on your hard drive. Read the development system documentation to find where they're kept, and make sure that one is there. If it's not a standard part of the development system, you may need to download and include it.
The header file tells the compiler about the functions provided in the associated library module, but it does not contain the actual code. You may also have to tell the toolchain where to find this code, in the form of an object file (sometimes with the .obj extension), so it can be linked in with your own source code to form a binary image file that can be downloaded to the controller and includes all the required code.