It isn't included because it is part of the development files for http://crashrpt.sourceforge.net/. I agree the documentation needs to be updated to reflect that as a dependency.
Also, if you plan to redistribute, please use the dependency DLLs (e.g. SDL2.dll) that I shipped with my latest release. I had to recompile some of them to fix upstream bugs.
You need to build the included detours library. It should be sufficient to run nmake from a visual studio command prompt in the Detours directory. This should create a folder called lib.X86 that has detours.lib in it.
It looks like Detours doesn't cleanly compile on newer versions of Visual Studio. I pushed an updated version to bitbucket that should now compile with VS2015. Once you pull, run nmake in the Detours\src directory.