Where are you retrieving the include file names from (are these documented names). What release of MQ source are you looking at ?
This are include files which are used only for testing (they are not part of the normal product)
Are you attempting to use the private include files ? This shouldn't be needed when you use the api (or are you just scanning the actual source ?)
If you are running an installed version of MQ, these files are no included as part of the distribution.
If you are looking @ the mq source, you have the names wrong, you should be looking in the c include directory ... names are not capitalized and do not start with iMQ e.g.
"iMQTypes_priv.h" -> mqtypes-priv.h