He means in the harbour\contrib\hbwin directory. You don't get this with the standard Harbour install, you would need to get it when you download all the source code.
Since you don't already know this, I am guessing that you are not looking for the source code, but rather just the name of the LIB file that you need to link into your program so you can call TOLEAuto()? I don't know the answer--it does seem to be getting linked in buildx.bat (for xHarbour). I don't use Harbour so I don't know if it is in buildh.bat, but if you make sure all those libs are getting linked into your app then that might solve your problem.