In project explorer (
pic)
You should see Includes, expand that and you should see a list of libraries (in my picture it's already expanded).
Expanding the one that ends in WPILib will show you all the header files in WPILib. I then navigated to RobotDrive.h and searched for Mecanum.
You SHOULD be including WPILib if you used one of the default templates to get started.