How to use Gurobi solver with Legacy code tool in Matlab Simulink?

Firstly I follow this example to know how to use the Legacy Code Tool in matlab Simulink, the goal is how to call an existing C/C++ code in simulink :

https://www.mathworks.com/help/simulink/sfg/integrating-existing-c-functions-into-simulink-models-with-the-legacy-code-tool.html

Now I'm tying to optimise the powers flow of a power system by mixed integer linear programming, and I need to do something similar to this example of code :

https://searchcode.com/codesearch/view/30585430/

The problem is I don't know how to do or how to use gurobi in legacy code tool because the first issue I meet is the compiler doesn't find the header "gurobi_c++.h"? Thanks.