Cannot find #include file

I am trying to download an HTML file from the web using the cURL lib. I downloaded cURL windows 7 64bit.exe file and installed it in C:\windows\system32 as per instruction found on the web. and tried to use it, however, the program can't find the include file. How do I tell the program where the cURL.exe file is?

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Error	1	error C1083: Cannot open include file: 'curl/curl.h': No such file or directory line 16
	2	IntelliSense: cannot open source file "curl/curl.h" line 16

Try using its complete path ie. something like this

#include "C:\Users\CppLib\curl\curl.h"

Also I'm not sure because I don't program in Windows but isn't it a backslash in Windows ie. curl\curl.h?
Other than that I'm afraid I'm not much help. I program in Linux unfortunately
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