You need to get the CMSIS library from ARM. The support for DSP instructions is implemented in an include file and is located in the distribution at the following location:
<CWInstallDir>\CW MCU v10.x\MCU\ARM_EABI_Support\ewl\EWL_Runtime\Runtime_ARM\Common_Includes\cw_cortex_M4_dsp.h
CWInstallDir is the directory where the CodeWarrior software is installed.