You must have the source files included in the build, and the path to the header files in the compiler include path just as for any other software application.
Once you have added the correct source files you must ensure you have the correct -D definition which in this case is -D MICROBLAZE_GCC. I have not used the Microblaze port but am getting the -D info from the system_incl.make file.
Once you have done this if you post the errors you are getting then we might be able to suggest solutions.