Including Libraries to make macros in c++

How do I get #includ “TH1F.h” to run in my macro. It says that the file is not found. Do I have to download it separately? I already have root installed and I thought that the libraries are all installed when that happens.

ROOT Primer → ROOT Macros

So does that mean I dont need to #include anything in my macro? If I were to put it through root it would run automatically?