avr/wdt.h is included in Arduino package. so including it with
#include <avr/wdt.h> certainly should work... if not, then I DO NOT KNOW WHY?!
But perhaps the reason is that Arduino 101 is NOT an AVR (it's intel based!)
I have found something like this: watchdog timer library for Arduino 101 https://github.com/leaubeau/wdt101
The project should run without WDT too, it's just not secure in case for example a value stuck open because of uC hangs...