The C header files come with the C compiler, not with "Eclipse IDE for C/C++ Developers".
You need to following the installation instructions, which will tell you to install a C compiler. If you can't find installation instructions, try a web search for How to install and run Eclipse IDE for C/C++ Developers
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But the best would probably be the Eclipse Help page, "Before you begin", in the "C/C++ Development User Guide", which says:
[...], if you downloaded the CDT from the Eclipse web site, then you will require a toolchain before you can build and debug any projects.
The standard CDT supports integration with the GNU toolchain. [...]
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For windows, MinGW and Cygwin are the two main platform choices for acquiring the GNU toolchain. [...]
For MinGW, it is recommended to use the MinGW installer, mingw-get, to manage your MinGW installation. Download and run the lateset mingw-get-inst package from the MinGW Downloads page. The CDT MinGW toolchain will find this install if it is located in the default C:\MinGW directory, the MinGW bin directory is placed in your path, or if the MinGW location is stored in the MINGW_HOME environment variable.
Note that the Wascana IDE has been discontinued.
Cygwin can be installed from the Cygwin site at http://www.cygwin.com. You need to manually select the gcc, gdb, and make packages to install the toolchain.
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