>Any ideas why I can't include it?
Yes, fstream.h is not a standard C++ header. Nor is iomanip.h. Come to think of it, void main isn't standard either (regardless of what your compiler's documentation says). If you want to go fully standard, use C headers with the .h dropped and prefix them with C, and use C++ headers with the .h dropped. Then prefix every standard name with std:: (or you can use using namespace std if you want) because all standard names are in the std namespace. Also, there's no need to manually close the file. ofstream's destructor will handle that for you. Lastly, you had a bug where the first loop declares a variable yet you try to use it after the loop. This is wrong because the variable is declared within the scope of the loop and when the loop ends the variable is destroyed. You can do what you were doing with older versions of Visual C++, but not anymore:
for(int n=0; n < 25; n++)
s[n] = std::sin(3.14159265*(a[n]=n*15)/180);
std::ofstream out("SineDataV2.txt", std::ios::out);
out << std::setw(5) << a[n] <<' '<<std::setw(12)<<s[n]<<'\n';
» Any ideas why I can't include it?
It sometimes depends. fstream is part of the C++ standard, fstream.h isn't.
The difference between fstream and fstream.h fstream is somewhat more restrictive than the older fstream.h. One would possibly avoid problems by careful use of namespaces, but it would be a lot smarter to stick with one or the other.
You should avoid using the *.h version as much as possible, because some implementations have bugs in their *.h version. Moreover, some of them support non-standard code that is not portable, and fail to support some of the standard code of the STL.
Furthermore, the *.h version puts everything in the global namespace. The extension-less version is more stable and it's more portable. It also places everything in the std namespace.
Conclusion fstream.h is an old style method of including std C++ headers, and in opposite to fstream you don't have to declare that you're using the std namespace.