I can see both of those files in the Tidy source code:
http://tidy.cvs.sourceforge.net/viewvc/tidy/tidy/include
I don't see any zip files, so I'm not sure what it is you've downloaded, but try downloading the tarball here:
http://tidy.cvs.sourceforge.net/tidy/
To use them, simply make sure the folder containing the files is in your compiler's include paths, and then #include
them as the sample code you linked to does. Don't forget to link to any compiled code which you need as well. The following tutorial may help you do that in Code Blocks:
http://www.learncpp.com/cpp-tutorial/a3-using-libraries-with-codeblocks/