Ok, thanks a lot for all your help for the moment I stay with just using a 
makefile
and include the paths following the above example case that does work.

On Tuesday, July 14, 2015 at 2:50:18 PM UTC+2, Scott Jones wrote:
>
> Your path for includes doesn't have julia/src, which is where julia.h 
> lives.
>
> On Tuesday, July 14, 2015 at 7:13:27 AM UTC-4, Kostas Tavlaridis-Gyparakis 
> wrote:
>>
>>
>>
>>
>> *>Related, what's in the directory /home/kostav/julia/usr/lib*When I run 
>> the following command: 
>>
>> g++ -o test main.cpp -Wl,-rpath,/home/kostav/julia/usr/lib -I 
>> /home/kostav/julia/src -I /home/kostav/julia/usr/include -I 
>> /home/kostav/julia/src/support -L/home/kostav/julia/usr/lib -ljulia 
>> -lLLVM-3.7svn
>>
>> And I also initialize julia inside c++ with the following command:
>>
>> jl_init_with_image("/home/kostav/julia/usr/lib/julia", "sys.so");
>>
>> It does work properly finally!
>>
>>
>>
>> *>Where is it?  Use that instead.*It's located at 
>> /home/kostav/julia/usr/bin/julia
>>
>> Yet again when I upgrade the makefile accordingly and it does look like 
>> this:
>>
>> CFLAGS   += $(shell /home/kostav/julia/usr/bin/julia  
>> /home/kostav/julia/contrib/julia-config.jl --cflags)
>> CXXFLAGS += $(shell /home/kostav/julia/usr/bin/julia  
>> /home/kostav/julia/contrib/julia-config.jl --cflags)
>> LDFLAGS  += $(shell /home/kostav/julia/usr/bin/julia  
>> /home/kostav/julia/contrib/julia-config.jl --ldflags)
>> LDLIBS   += $(shell /home/kostav/julia/usr/bin/julia  
>> /home/kostav/julia/contrib/julia-config.jl --ldlibs)
>> all: embed_example
>>
>> I do receive the following error:
>>
>> cc -DJULIA_INIT_DIR=\"/home/kostav/julia/usr/lib\" 
>> -I/home/kostav/julia/usr/include/julia  -L/home/kostav/julia/usr/lib  
>> embed_example.c  -Wl,-rpath,/home/kostav/julia/usr/lib -ljulia -o 
>> embed_example
>> embed_example.c:1:19: fatal error: julia.h: No such file or directory
>>  #include <julia.h>
>>                    ^
>> compilation terminated.
>> <builtin>: recipe for target 'embed_example' failed
>> make: *** [embed_example] Error 1
>>
>>

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