Hello @CoinCheung,
We apologize for the inconvenience. As mentioned by @srochel, we are working on simplifying the setup and build process.
You may want to refer to this link - Especially step #5 and & #7 where we set environment variables to point to appropriate header locations.
We want to make it more streamlined and are working on this with due urgency. if you have any further questions, please do not hesitate.