Answer: You download it from a trusted source. It should be available somewhere as it is necessary to run OpenGL SuperBible7 examples. Or, you could follow the other answers which could easily download trojans or viruses to your computer. One of the other answers even shows that the python script downloads things from who knows where. But you should know that the previous answers are bad because...

How does it make any sense that I would have to download another program to get a precompiled header? Is the other program a compiler? If you already have a compiler, why would you need to download another one just to make a precompiled header? Why would you bother to learn to use a new program rather than do the conventional thing and just download exactly what you need from a trusted source? Does this python script even make a precompiled header or does it make an uncompiled header, i.e. one you wrote which is still in source code. On another forum it looked to me that this script actually makes an uncompiled header. i.e. #include "gl3w.h" as opposed to <gl3w.h> which the superbible calls for. Sure, you could change the sb7 code, but should you need to?