If you have Xcode but have not installed the optional Command Line Tools package then the standard includes and libraries may not be found in the usual place. Try:
$ find /Applications/Xcode.app -name stdio.h
and you’ll probably see something like:
/Applications/Xcode.app/Contents/Developer/Platforms/iPhoneOS.platform/Developer/SDKs/iPhoneOS.sdk/usr/include/c++/4.2.1/tr1/stdio.h
/Applications/Xcode.app/Contents/Developer/Platforms/iPhoneOS.platform/Developer/SDKs/iPhoneOS.sdk/usr/include/stdio.h
/Applications/Xcode.app/Contents/Developer/Platforms/iPhoneOS.platform/Developer/SDKs/iPhoneOS.sdk/usr/include/sys/stdio.h
/Applications/Xcode.app/Contents/Developer/Platforms/iPhoneSimulator.platform/Developer/SDKs/iPhoneSimulator.sdk/usr/include/c++/4.2.1/tr1/stdio.h
/Applications/Xcode.app/Contents/Developer/Platforms/iPhoneSimulator.platform/Developer/SDKs/iPhoneSimulator.sdk/usr/include/stdio.h
/Applications/Xcode.app/Contents/Developer/Platforms/iPhoneSimulator.platform/Developer/SDKs/iPhoneSimulator.sdk/usr/include/sys/stdio.h
/Applications/Xcode.app/Contents/Developer/Platforms/MacOSX.platform/Developer/SDKs/MacOSX10.10.sdk/System/Library/Frameworks/Kernel.framework/Versions/A/Headers/sys/stdio.h
/Applications/Xcode.app/Contents/Developer/Platforms/MacOSX.platform/Developer/SDKs/MacOSX10.10.sdk/usr/include/c++/4.2.1/tr1/stdio.h
/Applications/Xcode.app/Contents/Developer/Platforms/MacOSX.platform/Developer/SDKs/MacOSX10.10.sdk/usr/include/stdio.h
/Applications/Xcode.app/Contents/Developer/Platforms/MacOSX.platform/Developer/SDKs/MacOSX10.10.sdk/usr/include/sys/stdio.h
/Applications/Xcode.app/Contents/Developer/Platforms/MacOSX.platform/Developer/SDKs/MacOSX10.9.sdk/usr/include/c++/4.2.1/tr1/stdio.h
/Applications/Xcode.app/Contents/Developer/Platforms/MacOSX.platform/Developer/SDKs/MacOSX10.9.sdk/usr/include/stdio.h
However you might want to install the Command Line Tools package if you plan on doing any non-Xcode (i.e. command line) programming. You will then see the usual headers and libraries in /usr/include and /usr/lib.