This file is part of the Windows SDK and DDK. Check in your %programfiles%\Microsoft SDKs\ directory and make sure the file "SDKDDKVer.h" is present in the include directory of your newest SDK. If it is, add this SDK include directory to your project includes by going to Project Property -> VC++ Directories. If it isn't, download the latest Windows SDK.
What's wrong here? It looks to me like the OpenCV site has failed to identify a dependency on WinDDK.
You need the Windows Driver Kit.