new to g++, header file location

[Arne]

Er, hello,

I have some knowledge of C++ but have never really had the necessity
to stay tuned to the latest developments. I have just (yesterday, so
it may be considered to be a new version, no?) installed cygwin and
gcc. However, since I am almost completely unknown to UNIX/GNU, I have
no idea how to solve the following problem. It appears that the
location of the .H-files is not obvious to the GCC compiler (why? I
have just installed it, no funnby stuff except that I installed cygwin
in a folder called RedHat on the C-root). A simple statement like
#include <math> leads to an error saying thatmath is unknown, while it
is there in some cygwin-directory. In an old post on this forum a
special switch for the gcc-command is mentioned (but it is obscure to
me, and would take me quite a while to figure out the manpages for gcc
exists of over 9000 lines), i wonder if it is possible to make sure
that the compiler knows where to look for the appropriate headers
every time it is run. How?

TIA,

Arne