Error while compiling Allegro

I installed and created the allegro project following this tutorial .

I have this 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 this error:

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

How to fix ??