Re: P33EP32MC204.h in XC16 doesn't contain the definition of some PWM registers such as SD
This comes down to understanding how Microchip organise their documentation.
The data sheet refers to a specific MCU or perhaps a selected number of MCUs. The data sheet will tell you exactly what peripherals and registers there are for that MCU.
Each MCU is typically made up of a collection of modules, and each module is described in the associated Family Reference Manual.
The problem that you are encountering is that the FRM will typically tell you about all of the features of a module, but a specific MCU may or may not implement all of those features. In the FRM you reference, look at Register 14-17 and Note #2 below it where it says that the SDCx register is not available in all devices. You happen to have a device that does NOT have this register as it is not describe in the data sheet.
As to the register (or bit(s)) name itself, if a device has multiple modules, they are normally named individually with a '1', '2' etc.. When the documentation is talking about the functionality of the register across all of the modules is uses a lower case 'x' in the name. Therefore you have names such as SPIxBUF which reger to the SPI1BUF version of that register in the SPI1 module, the SPI2BUF register in the SPI2 module etc.
Therefore you need to replace the 'x' with the specific module number you are using.
Also you should not be including the processor specific modules they way you have. Just import <xc.h> and the compiler will import the correct module-specific include file for you (that is why you tell the IDE the module you are using - it will pass this on to the compiler).