The double quotes around ccc_win.h indicate to the compiler that it should look for this file in the relative path to the current executables directory, since there are no subfolders indicated it will look for ccc_win.h in the same directory as your executable. If you have ccc_win.h on your system then in order for this to work you need to copy it to the same folder as your executable file.
Alternativly try writing your first line like this #include <ccc_win.h> and see if that makes a difference.
Yea, I'm learning from a book. But the book did not give any information on where this file can be downloaded. It only gives information about how to use graphical applications.