The documentation talks about a device header file and #pragma memory declarations. Where are they?

eTPU_C

The compiler has defaults that apply to most eTPU programs, so device header files aren't strictly necessary to compile eTPU programs.

In some situations, you might want to create a header file with configuration statements that alter the compiler's default settings for code memory and parameter RAM. This file is typically described as the "device header file". It must be available to the compiler and BClink (if used).