(The first in the many HOWTO posts)
Compiling a codebase on a different system often means you need to locate many libraries — which could have been already installed, but at different sites.
To find out where is mymissingheader.h in your system, there are several ways:
$ locate mymissingheader.h
Still doesn’t work? Maybe your mlocate.db isn’t updated?
$ find / -name mymissingheader.h
Maybe it’s not installed?
$ dpkg -S mymissingheader.h
If you’re sure it’s not installed and can’t remember what package would install it on your system:
$ apt-file find mymissingheader.h
(I currently work in Ubuntu and will update when I get to it)
$ yum whatprovides <fullpath>