Reading the documentation is the preferred way.
Searching the filesystems for the function name way too often leads astray - there are many headers that rely on code in a file that includes it in turn.
The cppreference site is a pretty good resource on the standard.
For platform specifics:
If you're on Windows, MSDN tells you exactly which header and library to include.
Linux and Unixes have their man pages.
OS X has the XCode documentation and man pages.