This is a vague question you ask. It depends on which build system you are using. Stdafx is part of windows but does not tell which compiler or extra libraries you may have installed on your build platform.
The stdafx header can be omitted by either deselecting the Precompiled headers option (during the set-up of the project), or by following these steps (Visual C++ 2010):
1) Navigate to: Project >> [Project-Name] Options
2) At the top of the dialog box, select All Configurations from the Configurations drop-down list.
3) To the left, expand the Configuration Properties node then expand the C/C++ node.
4) Select the Precompiled Headers child node under C/C++.
5) On the right-hand side, change the value of the Precompiled Header field to Not Using Precompiled Headers from the drop-down list.
6) Click Apply then OK.
After this, the stdafx header can be removed from the project.
This seems like a simple question to me.
I downloaded c++ vs2010 express and tried to use it.
I don't know why it thinks I want precompiled headers but it balks because it can't find them.
I appreciate framework's detailed explanation but the first line doesn't make any sense to me.
My Project header does not offer Project Name or Options.
Easiest way to remove them is to not use them in the first place.
When you create a new project, be sure to select the "empty project" option (which isnt' the default). The new project should be just that: empty. No precompiled headers, no stdafx, no nothing.