How to find headers in BCB?

When ever I've had to do an #include in order to use some function, HELP
seems to give just a hint, sometimes wrong, as to what to include. For
example, to overload CreateDir() (so it will create a whole new path if
necessary) and to use the given CreateDir(),  you have to know how to
qualify the given CreateDir(). This turns out to be:
"Sysutils::CreateDir()". The HELP suggests "Unit SysUtils". Now, this case
happens to have a Exampel, showing that it's #include <Filectrl.hpp>. -- not
some "<SysUtils.hpp>" or "sysUtil.h" or whatever (nor is ths "Unit" the
exactly correct namespace either. What is it supposed to be? A Hint? ) In
other cases it's not so easy. I've had to use GREP to find some things.
Also, some things are included in several  different headers. Ok. this the
question - not really a complaint -: WHAT IS THE CORRECT SYSTEMATIC
PROCEDURE FOR FINDING THE BEST HEADERS TO INCLUDE? (don't some compile
quicker than others?).