Error while compiling Allegro

Question

I installed and created the Allegro project following this tutorial.

I have that code:

#include <stdio.h>
#include <stdlib.h>

#include <allegro5/allegro.h>
#include <allegro5/allegro_native_dialog.h>

int main(void)
{
al_init();
al_show_native_message_box( /* fill in params */ );

return 0;
}

and that mistake:

[Error] allegro5/allegro.h: No such file or directory

How to correct ??