The WDF (both UMDF and KMDF) files in the WDK are not found in a single directory, rather they are spread out across the entire WDK directory tree. Why? Because the WDK is not just WDF J and the WDK has directories for different purposes, so replicating a specifically purposed directory (like redistributables) under a WDF tree doesn't make much sense. Here is a table of the components and where you can find them (assuming your current directory is WinDDK\6000)

Component

Location 

Description 

Header files 

inc\wdf\kmdf
and
inc\wdf\umdf

Header files required to build KMDF and UMDF drivers.

Libraries 

lib\wdf\kmdf

Static libraries that are required to build KMDF drivers (UMDF does not require a lib)

Sample drivers 

src\kmdf
and
src\umdf

Sample drivers

Co-installers

redist\%arch%

Redistributable UMDF and KMDF co-installers, that ensure that the latest version of the framework is installed on a user's system.

Debugger extensions

bin

Debugger extensions for use with UMDF (wudfext.dll) and KMDF (wdfkd.dll) drivers on supported architectures

Tracing format files 

Tools\tracing\%arch%\wdf01005.tmf

Trace format files for the trace messages generated by KMDF libraries and co-installer.