Here is one link
http://www.nongnu.org/avr-libc/user-manual/wdt_8h_source.html
or just Google for avr\wdt.h - there are other sources.
Mine wdt.h is located in
D:\Program Files\Arduino\hardware\tools\avr\avr\include\avr
so put it in your directory structure accordingly.
It has been a while since I did it , but I recall that I did not follow the published instruction because they were incorrect.
Hope it is correct by now.
Good luck