I do not think there is need of alternative header files. I am able to make it work as prescribed in RapidJSON documentation -
http://rapidjson.org/md_doc_encoding.html.
wstring(wchar_t) is UTF16 in windows so with typedef i am able to use. Here is the code sample:
typedef GenericDocument<UTF16<> > WDocument;
WDocument document;
document.SetObject();
rapidjson::Document::AllocatorType& allocator = document.GetAllocator();
document.AddMember(L"hellooo", 1, allocator);
document[L"hellooo"].SetString(L"rapidjson");