In your TC directory is a file named readme or readme.txt (forget which), and it explains how to install the software.
What's happening with this error, is that the compiler can't find these header files. Read the readme file, and set your directory option for the compiler, under the "Options" >> compiler (iirc), headings of the IDE.
Use <stdio.h> with the brackets, if you are using the header directory you have in the compiler listing. Use "stdio.h" with double quotes instead, if you have them in a different sub directory.
IIRC, the directories should go:
C
-- TC
--- -- BIN,
headers
examples
etc.
If that doesn't work, please start up a new thread - this one is old, and marked as solved already. It won't get a lot of attention.