C++ #include <atlbase.h> is not found

It is included with the Windows Driver Kit Version 7.1.0.

Microsoft ATL (Active Template Library), which includes the header atlbase.h is included with the Windows 2003 SDK, but it is not included with any newer Windows SDK release. It is also included with Professional editions of Visual Studio.

Visual Studio 2017

When running the Visual Studio Installer, select the Individual components tab, and under SDKs, libraries, and frameworks make sure Visual C++ ATL Support is selected.