It's on my machine, in the %PROGRAMFILES%\Embarcadero\RAD Studio\9.0\Include\Windows\RTL folder (the version of C++Builder that comes with RAD Studio XE2), same folder (except in 8.0 version) for XE, and in %PROGRAMFILES%\Embarcadero\RAD Studio\7.0\Include\vcl for the version that comes with RAD Studio 2010. It appears that something may have gone wrong with your installation.
Per comments, you downloaded the XE2 trial version, which means you should find it in the first folder I listed above; if they're not there, you either have a problem with your installation or the headers aren't included in the trial. (I'd think they would be for type definitions at least, so I suspect the install.)
You could open a free support case with Embarcadero, though, since this seems like it could be an installation problem. If it's not, they can at least tell you that the files aren't included in the trial version.
%PROGRAMFILES%\Embarcadero\RAD Studio\9.0\Include\Windows\RTLfolder (the version of C++Builder that comes with RAD Studio XE2), same folder (except in8.0version) for XE, and in%PROGRAMFILES%\Embarcadero\RAD Studio\7.0\Include\vclfor the version that comes with RAD Studio 2010. It appears that something may have gone wrong with your installation. What version of C++Builder did you download? - Ken White