<iostream> = Input/Output Streams. [cout; cin; etc..]
<iomanip> = Input/Output Manipulation. [Text formatting]
...
<conio> = Console Input/Output
When I first started I just included them because my instructor said so! I often included stuff I didn't even use in my project, but if you find out what they mean it makes things easier.
MSDN documentation helped me immensely as I could actually see what these files were.
Code:
<iostream>
namespace std
{
extern istream cin;
extern ostream cout;
extern ostream cerr;
extern ostream clog;
extern wistream wcin;
extern wostream wcout;
extern wostream wcerr;
extern wostream wclog;
};