> Can you give a hint as to where this site.h file is supposed to be
> created from or installed from?   :)

Here is a gross hack that might be handy for questions like that.  
gatekeeper.dec.com has a mirror of NetBSD.  It also has a search 
command.

Here is what I found:

  NetBSD-current/src/usr.sbin/dhcp/includes/site.h
  NetBSD-current/xsrc/xc/programs/Xserver/include/site.h
  NetBSD-current/xsrc/xc/programs/xfs/include/site.h
  NetBSD-release/src/domestic/include/kerberosIV/site.h
  NetBSD-release/src/usr.sbin/dhcp/includes/site.h