Just a quick correction to what kuyote said (incidentally, I am writing this on Linux so I can't check it out):
Anything in pointed brackets: <> is a file the compiler will look for in its default directory. Sometimes programs will have as a default that they look in the include directory and its subdirectories -- so it may be in one of those. If it is you have 3 choices. You can copy it to the include directory, you can use some sort of -I flag (I don't know how Microsoft Visual C++ implements it right now) so that the compiler will look in the directory that it's in, or you can copy it to the home directory with the .cpp file.
If you put it in the directory with the .cpp file then you MUST say:
#include "termios.h"
The double quotes tell the compiler to look in the current directory. For brackets it's include, or anything added with the -I flag for double quotes it's current. Failure to do so means non-portable code.
In most versions of UNIX/Linux termios.h is in the sys subdirectory of include. Look there. If it isn't, you may not have it. DO NOT USE ANY OTHER COMPILER'S VERSION. If you can't find it, see if you can rewrite the code without POSIX compatibility. Microsoft would probably like that.
EDIT: if it is in the sys subdirectory then the best way to handle it would be to rewrite the line as:
#include