As long as you have the latest update, you should have this file with the WPILib stuff so it would just be a matter of #include <PCVideoServer.h>. If that doesn't work than I'm not sure how to fix that becuase as far as I can tell, we don't actually have the individual header or .cpp files from the WPILib. I suppose one option would be to go download all the source files and then manually include the PCVideoServer.h (and PCVideoServer.cpp?) file in your project.
I know I've heard of people not being able to get the streaming images from the robot working (at least the Dashboard demo with the vision does not work for me
) I'm not sure what that is being caused by so you may be doing something that will be fixed in the next update.