COMMONLY USED HEADER FILES IN VISUAL C++

WINDOWS.H is a master include file that includes other Windows header files, some of which also
include other header files. The most important and most basic of these header files are:

•  WINDEF.H         :Basic type definitions.
•  WINNT.H           :Type definitions for Unicode support.
•  WINBASE.H       :Kernel functions.
•  WINUSER.H       :User interface functions.
•  WINGDI.H          :Graphics device interface functions.

These header files define all the Windows data types, function calls, data structures, and constant

identifiers. They are an important part of Windows documentation. You might find it convenient to use

the Find In Files option from the Edit menu in the Visual C++ in Visual Studio to search through these

header files. You can also open the header files in the Developer Studio and examine them directly.

Some of the header Files like Shalwapi.h , audiomediatype.h ,Bits.h ,Error.h etc... are defined in Windows Platforms SDK

For that you see ProgramFiles->Microsoft SDKs->Windows->v6.0A->Include

This will appear only if you install Windows Platform SDK or Visual Studio 2010 or Higher