The setup for CTP6 of SQL Server 2008 does not install sqlncli.h in the SDK\Include directory.  This is a bug in the CTP6 setup.  To get sqlncli.h in the SDK\Include directory, you need to invoke Setup\sqlncli.msi from the directory where you ran setup.exe and when prompted, select Modify.  Then, specify that you want the sqlncli.h and .lib files to be installed.