By default, it should be at ..\include\CPPAPI. But on my machine this folder doesn't even exist, only 'CatIDs' and 'GridIDs' folders reside in \include. I've installed ArcGIS Desktop 9.3 and its VC++ SDK.
I am new to ArcGIS and LiDAR, I've got LAS file and corresponding text version, all I need to do is to convert txt file to shp file. I found one example code that can do this, it included ArcSDK.h.
Thank any of you for help.