The only header file you really have to include for your modules is php.h, located in the PHP directory. This file makes all macros and API definitions required to build new modules available to your code.
Tip: It's good practice to create a separate header file for your module that contains module-specific definitions. This header file should contain all the forward definitions for exported functions and include php.h. If you created your module using ext_skel you already have such a header file prepared.