Arduino how can I search for missing library header files
Assuming the question is about missing libraries. When running (right arrow button) the Arduino IDE the compiler will spit out an error if a header can not be found.  Not all header files are downloaded when you install the Arduino IDE because they take up space and it is very unlikely anyone would need them all.  It is recommended to manage libraries from inside the Arduino IDE.  

To do this click on "Sketch->Include Libraries->Manage Libraries...".  (To be clear, click on Sketch at the top of the Arduino IDE window, move to Include Libraries in the new menu then move to Manage Libraries... in the next new menu and click on Manage Libraries... .)  This will pull up a new window.  There are many libraries.  Use the "Filter your search" box.  For example type "Nokia LCD".  This cuts the number of possibilities to about 8.  A reasonable number to go through and find the correct library.