how to compile code link with mkl in windows

Hi friends,

In my windows,I compile the code link with mkl,but it still not work.

>"C:\Program Files (x86)\Intel\Composer XE 2015\bin\compilervars.bat" intel64

>"C:\Program Files (x86)\Intel\Composer XE 2015\mkl\bin\mklvars.bat" intel64

>icl mycode.cpp /Qmkl

.........cannot find fftw3.h.......................

most according to to this page:https://software.intel.com/en-us/articles/intel-mkl-111-getting-started

I used the mkl 11.2

thanks.