There is a more fundamental question here raised by the line "Is there a similar header for DEV C++?"
Firstly, if you're using a version of Dev C++ from before version 5 destroy it and get something that was made in the last decade.
Secondly, the idea that different IDEs use different headers shows a fundamental misunderstanding of what programming C++ is. Every C++ compiler should treat the input text source code the same (not quite identically - different compilers do things in different ways, but C++ code is C++ code is C++ code and so long as it is not relying on undefined behaviour, every compiler should produce binaries that do the same thing).
When you want to make a sound, you're stepping out of the C++ language definition. C++ has no understanding of sound or a screen, or keyboard, or the mouse, or any of that - it is all left open and dependent on the OS, which is how it should be. To play a sound, all you can do is ask the OS nicely if it would please play the sound for you.
As such, your OS comes with a set of headers and libraries to enable you to interact with it. I'll repeat that, worded another way; there is no header for Dev C++ to do this - the header is part of you OS and should work equally well no matter which IDE and compiler you are using. So, you should not be looking for some Dev C++ header - you should be looking at your OS.
Also how can you display an image at the beginning of you program?
The exact same answer; this is not something to do with your compiler, or your IDE. This is something you have to ask the OS to do for you.
Things have moved on a great deal since the days of DOS, way back in the mid-nineties.
Sometimes, asking the OS is a bit of a pain. The OS has to be responsive and fast and adaptable, and these things mean that the interface (the API - the functions you call and the libraries you link to) will be quite low-level. Sometimes, you don't need the fine control or the speed. In these cases, you can use what is known as a "widget toolkit". This is a set of libraries that provide you with a simpler interface, and then the toolkit handles dealing with the OS for you. If you're using windows, the direct OS interaction is done with the WIN32 API. Popular toolkits are QT and wxWidgets, but there are many many more to meet many needs.