To find to which package your include file (X11/extensions/XTest.h) belong to,
install apt-file and search for it, example:

$ sudo apt-get install apt-file
$ sudo apt-file update
$ apt-file search "X11/extensions/XTest.h"
libxtst-dev: /usr/include/X11/extensions/XTest.h

Once you've the package name, install via:

sudo apt-get install libxtst-dev

This method is especially useful when there are more similar dependencies like that, so you don't have to guess.