Are you sure?
It's in mine, and it's a standard component of WinForms apps.
Have you tried creating one manually in your code, just to check if it should exist:
DateTimePicker dtp = new DateTimePicker();
Controls.Add(dtp);
If that compiles without problems, then you need to look at your toolbox and possibly reset the items by right clicking the Toolbox and selecting "Reset Toolbox"