But why is the /gcc4.1/include/ directory empty?
I think if you build only the C compiler, and your target doesn't support mudflap, then you won't get any files here. This is because the C compiler doesn't have anything to put there. Otherwise, there will be files here.
cd /gcc4.1 find . -name 'stdio.h' -print
stdio.h comes from the C library not from gcc. Try looking for 'include' or 'stddef.h'. The rest of the header files are in /usr/include as usual.
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Jim Wilson, GNU Tools Support, http://www.SpecifixInc.com