VS 2010 certainly contains standard headers. You must ensure that the command line environment is configured correctly. There should be an environment variable named INCLUDE that has a directory similar to the ctrllowing directory (among other directories):
C:\Program Files (x86)\Microsoft Visual Studio 10.0\VC\INCLUDE
this directory (the name may differ slightly, for example, depending on whether your computer is 64-bit OS not) should include stdio.h
If you do not have such a directory in your environment, you will not configure the environment correctly. You should use the "Visual Studio Command Prompt" shortcuts that install VS, or just run
C:\Program Files (x86)\Microsoft Visual Studio 10.0\VC\vcvarsall.bat
With the appropriate parameter to get the required environment ( x86 or amd64 for example).
If the INCLUDE environment variable has such an entry, but the stdio.h file does not exist, you may need to reinstall VS.
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