First, ensure you have using System.Linq; at the top of the file.
If you have a collection that implements IEnumerable but not IEnumerable<T>, but you know the objects are all of a given type (such as Control), then you can use the Cast<T> LINQ extension method:
foreach (var control in Controls.Cast<Control>()
        .Where(i => i.GetType() == typeof(TextBox))) {...}
However, given your Where clause, it might be more prudent, in this case, to use the OfType<T> method, which only returns those of a given type (Cast<T> throws an exception if anything is wrong):
foreach (var control in Controls.OfType<TextBox>()) {...}
The slight difference between this and your version is that the above will return subclasses of TextBox, where-as your GetType() == typeof(TextBox) version won't.
Basically, most of the LINQ extension methods are defined only for IEnumerable<T> / IQueryable<T>, not IEnumerable/IQueryable.