C++ header file *.h.in

C++ header file *.h.in

It seems like a noob question, but can anyone help me understand what are
the files with extension *.h.in?
I guess they need some sort of pre-processing. I have encountered one when
I was trying to compile MPICH on windows. The main header file, "mpi.h",
is missing and the only thing similar to it is "mpi.h.in".
I tried renaming it, but it threw a whole bunch of compile errors.
Any help on how create *.h from *.h.in is highly appreciated.
EDIT: According to this link, these are header templates used in autoconf.
New question! How to use autoconf in windows?