This article is from the Amiga FAQ, by Ignaz Kellerer with numerous contributions by others.
The only legal way to get the includes and autodocs (and you *should* get them, they are *very* useful!) is to become a developer (see Developer) or to buy the `NDU' (Native developers update kit, also known as `NDUK' or `NDK'), which is offered by CATS. They cost about 30$ plus shipping and this seems to me to be a fair price. See CATS. The current version is 3.1.
If you need only the includes, you could get them as well with a compiler (commercial compilers only) or by getting the Fresh Fish CD. See Fish CD.