Please, read how the include keyword is used.
To give you a quick answer: there is no "iostream.h" file. The actual name for it is "iostream" (no extension). This is how the C++ library headers are named.
The standard naming for your own headers is "myHeader.h" or "myHeader.hpp" for templates though, so the assumption of the name of the header being "iostream.h" was not totally wrong from your end.