Well, if you're talking about the standard library and mean header to include, then you can just look it up in the documentation on this page. (it says on the top right corner in which header the function / class you're looking at is located).
Otherwise... well, you're supposed to find that out on your own. AKA use google. (that is, if you already know which library you're going to use, look it up in the docs for that library)