To use the readline functions, you need to install libreadline. You can find libreadline on the home page of the GNU Readline project, at » http://cnswww.cns.cwru.edu/~chet/readline/rltop.html. It's maintained by Chet Ramey, who's also the author of Bash.
You can also use these functions with the libedit library, a non-GPL replacement for the readline library. The libedit library is BSD licensed and available for download from » http://www.thrysoee.dk/editline/.