title: MinGW compile fail : no such file or directory for a header file I created
body: <p>I began learning MinGW to compile C++ program. I had a sample C++ file including test.cpp (main program) and srfft.h (extra header file I added, not from the libray). The process executed as below step:</p>
  
  <p><strong>g++ test.cpp -o test.exe</strong></p>
  
  <p><strong>test.exe</strong></p>
  
  <pre><code>#include &lt;iostream&gt;
  using namespace std;
  int main()
  {
    cout&lt;&lt; "Hello World!\n";
    return 0;
  }
  </code></pre>
  
  <p>I got the correct answer, but when I added #include  in the C++ code as below:</p>
  
  <pre><code>#include &lt;iostream&gt;
  #include &lt;srfft.h&gt;
  using namespace std;
  int main()
  {
    cout&lt;&lt; "Hello World!\n";
    return 0;
  }
  </code></pre>
  
  <p>CMD showed me" fatal error: srfft.h:No such file or directory"</p>
  
  <p>How do I execute my code with MinGW? 
  Where is the problem?</p>