Having a little trouble sleeping

For some odd reason, I can't get sleep() to work. It gives me the undeclared message (`sleep' undeclared (first use this function) ) so I run around the internet a bit and find out that sleep() is in windows.h. However, when I include it, it still can't use the function. Someone else says it's in dos.h, but that doesn't work either. Can someone help me out and tell me what I'm doing wrong? Thanks!
It's called Sleep, with capital S.
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