Well, you can assemble your code in memory and run it from there...a perfect place to start for small DOS programs...you probably already have the tool (Debug), just need the tutorial:
http://www.datainstitute.com/debug1.htm
The IO.H file that your book wants is just assembly code for handling the input/output functions so you wont have to code this yourself. Actually, the book is doing you a disservice because you really should learn to code these yourself and this isn't difficult to learn. Check out Ralph Brown's Interupt List at:
http://www-2.cs.cmu.edu/afs/cs.cmu.edu/user/ralf/pub/WWW/ralf-home.html
You will eventually discover that a lot of asmers have given up DOS in favor of Windows programming (which isn't that difficult to learn) and there are plenty of assemblers and resources available for this. Check out the links in the following thread:
http://www.daniweb.com/techtalkforums/thread22522.html
Happy asming!