As Graham suggested in his comment, that's part of the X-Windows system.
Read up on it here:
http://en.wikipedia.org/wiki/X_Window_System[
^]
http://en.wikipedia.org/wiki/Xlib[
^]
However, binaries are not provided outside of an OS distribution. You can download the source from the
X.org[
^] website though if you wish to compile it yourself, but I think you're probably compiling something and you're getting an error that the compiler can't find that file. Am I correct? If so, try
this[
^].