parsing windows.h in llvm clang


I am a beginner and I have been trying to
parse a few .cpp files to get their IR
in llvm clang. I have a doubt that can we
parse windows.h using cygwin or mingw.
and if not what is the possible way i
can parse it. In documentation it says that
we can include them by
writing #include "llvm/System/Windows.h". but there is no
such directory called system in llvm source code.
Moreover where ever the file is
placed if give that path to it,
most of the times it says path not found while
building it in visual studio.

Thank you in advance