Welcome in the forum.
The cyapicallback.h file is #included in i2c.h.
Haha I've been racking my brain trying to figure out why cyapicallbacks.h wasn't included, but I found my answer here: http://www.cypress.com/forum/psoc-4-architecture/cmostartc-no-return-exception-handler-callback?source=search&keywords=cyapicallbacks&cat=community.
As you noticed, I'm new to the forum and couldn't figure out how to properly search the forums. Figured it out, and found my answer.