If you already haven’t done it, try adding "SDK Path\Include" to:
Project → Preferences → C/C++ → General → Additional Include Directories
And add "SDK Path\Lib" to:
Project → Preferences → Linker → General → Additional Library Directories
Also, try to change "Windows.h" to <windows.h>
If won’t help, check the physical existence of the file, it should be in “\VC\PlatformSDK\Include” folder in your Visual Studio install directory.