Did you mention which Arduino you're using?
I'm not sure whether this forum question might give you a steer?
The error is telling you that the compiler is unable to find the specified include file.
To diagnose this, if you can get your compilation environment to give verbose output you should be able to see what the include paths are (they will be specified as -Imy/include/path), and the toolchain itself has some default inbuilt search paths.