You have to tell the compiler where he should look for include files. This is usually done by using the
-I
command line option and environment variables. See also
The C Preprocessor: Search Path[
^].
When using an IDE, there is usually a configuration option to specify additional pathes (for the current project and gobally for all projects). Add there the path to your
SDL.h file.
Note that similar applies to the
.lib library files for which there are also path options.