I poked around in the CodeWarrior for MCU directory for ARM support and the wide character header file is there. You may need to set a compiler switch that enables wide character support. Proceed as follows:
1) In the C/C++ perspective, select the project you are using in the CodeWarrior Prohects view,
2) Choose Project > Properties.
3) In the Properties <projectname> window that appears, expand C/C++ Build and select Settings.
4) Under ARM Compiler, choose Language and see if Enable wchar_t support is checked.
---Tom