Include{Help}

I am makeing a menu and have come across what seems to be only one error.

When I posted the error on a different thread someone said "did you include D3D SDK?"

I am used to the "#include" but is that what I use for this or is there a different way, if this is the way what do I put in the ""?

tell me if either of these are right

#include "d3d sdk";
#include "d3dsdk";

Also i not sure if the file is a .h or .lib file.