What includes are needed for Winsock Registered I/O

What includes are needed for Winsock Registered I/O? I'm using Windows 10 and Visual Studio Community 2015 Update3

MSDN Winsock Include Files is the only thing I can find and it is very vague.

These are the only Winsock2 includes I can find:

#include <WinSock2.h>
#include <WS2tcpip.h>
#include <MSWSock.h>
#include <WS2spi.h>
#include <WS2atm.h>
#include <ws2def.h>
#include <ws2ipdef.h>

Unfortunately none of them seem to define any RIO functions:

RIOCreateCompletionQueue()
RIOCreateRequestQueue()
//and etc are undefined..

From what I understood starting with Windows 8.1 back in 2012 these functions shipped with the Windows SDK?

Quoting from MSDN:

RIOCreateCompletionQueue function

The function pointer to the RIOCreateCompletionQueue function must be obtained at run time by making a call to the WSAIoctl function with the SIO_GET_MULTIPLE_EXTENSION_FUNCTION_POINTER opcode specified. The input buffer passed to the WSAIoctl function must contain WSAID_MULTIPLE_RIO, a globally unique identifier (GUID) whose value identifies the Winsock registered I/O extension functions. On success, the output returned by the WSAIoctl function contains a pointer to the RIO_EXTENSION_FUNCTION_TABLE structure that contains pointers to the Winsock registered I/O extension functions. The SIO_GET_MULTIPLE_EXTENSION_FUNCTION_POINTER IOCTL is defined in the Ws2def.h header file. The WSAID_MULTIPLE_RIO GUID is defined in the Mswsock.h header file.

Also take a look at this question. A link from that question references this RIO implementation, containing the following example (excerpt):

...

inline void CreateRIOSocket()
{
   g_s = CreateSocket(WSA_FLAG_REGISTERED_IO);

   Bind(g_s, PORT);

   InitialiseRIO(g_s);
}

inline SOCKET CreateSocket(
   const DWORD flags = 0)
{
   g_s = ::WSASocket(
      AF_INET,
      SOCK_DGRAM,
      IPPROTO_UDP,
      NULL,
      0,
      flags);

   if (g_s == INVALID_SOCKET)
   {
      ErrorExit("WSASocket");
   }

   return g_s;
}

inline void InitialiseRIO(
   SOCKET s)
{
   GUID functionTableId = WSAID_MULTIPLE_RIO;

   DWORD dwBytes = 0;

   bool ok = true;

   if (0 != WSAIoctl(
      s,
      SIO_GET_MULTIPLE_EXTENSION_FUNCTION_POINTER,
      &functionTableId,
      sizeof(GUID),
      (void**)&g_rio,
      sizeof(g_rio),
      &dwBytes,
      0,
      0))
   {
      ErrorExit("WSAIoctl");
   }
}

...