Does a lambda function require any header files?

I usually code on my mac, and I'm not great about including headers (clang seems to give a lot of leeway on this). As a result, I often do not know what provided functions I use belong to which header.

In the case of lambda expressions, do they need to include any header? I checked on https://en.cppreference.com/w/cpp/language/lambda, but I did not see any information on this.