The Common Controls library actually became available with Windows 3.11. The Windows 3.11 SDK contains the commctrl.h header. The wfw31wh.hlp file explains how to use the controls. Windows 95 still provided a 16 bit commctrl.dll but omitted the CreateHeaderWindow function.
Checked the installation disks. It is only available in Windows for Workgroups. The DLL already exists in WfW 3.1. It does not exist in the plain, not for Workgroups Windows version 3.11 released after WfW 3.11.