Hey!
As far as I know, it's a standard library in C. And those engine_open, engine_close, etc functions are SDK functions.
https://en.m.wikibooks.org/wiki/C_Programming/stdlib.hEdit: maybe I misunderstood your question. If you want to find the <stdlib.h> I guess you should check your IDE (f.e. visual studio) or C compiler.
Best regards!