>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:
#include <cmath>
#include <fstream>
#include <iomanip>
int main()
{
int a[25];
double s[25];
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);
for(int n=0;n<25;n++)
out << std::setw(5) << a[n] <<' '<<std::setw(12)<<s[n]<<'\n';
}