I will like to know if its possible to use winavr libraries with mikroC compiler if yes than how do I include stuff.
for example #include <avr/io.h> or #include <util/delay.h>
Most certainly NOT
mikroC & WinAVR have different formats for their binary(compiled but not linked) data. While WinAVR uses elf mikroC uses it's own proprietary format. Also as far as I know mikroC does NOT have seperate linker/librarian. It has only two executables - preprocessor & (compiler+linker+librarian).
So you can't use winavr's libs directly. You can have source code for winavr's libs & port them to mikroC, but remember these libs make full use of preprocessor & other ANSI & gcc specific exetensions, mikroC doesn't even claim to be ANSI compliant. And winavr's libs are mostly GPLed.