Where to get aocl_net.h

This example is intended for the network platform, so my guess is that it is included with network-inclined boards. What board do you use ?

I have the Cyclone V SoC and I can't find aocl_net.h either.

That example is targeted at the Altera Stratix V Network Reference Platform, which includes that header.

You can download it here (the link is under the 'Custom' tab):

http://www.altera.com/products/software/partners/opencl/opencl-board-partner-index.html (http://www.altera.com/products/software/partners/opencl/opencl-board-partner-index.html)

That board package will allow you to compile, but to run on a physical board you'll need to get a board package from your vendor which includes the UDP offload engine, if the board supports that functionality.