Hi Nitin,
I’m afraid to say that there is no such library file #include <gsm.h> available.
You have this library file #include <16F877A.h> since the device 16f877a is unique, but gsm modules are not like that. Every GSM module use same set of AT commands, but certain commands support by one module may not be supported by other.
You can refer this project,
engineersgarage.com/embedded/pic-microcontroller-projects/interface-gsm-module-call-message-circuit