To the OP don't double post. If it was an accident then OK but try to avoid.
All the standard headers are already available in most compilers/IDEs such as VC++, Dev (and its successor, wxDev if I am not mistaken) and Eclipse. If you are looking for strange nonstandards such as conio or the windows console API I can confirm that they are in VC++, others I am not sure about. External libraries such as curses, boost and any graphics library will require installation.