No, you add those to the compile line in the Makefile (I presume you have one):

e.g.

gcc -o your-application -I/usr/include/hildon-1 your-files.c -lhildon-1

(i.e. you tell the compiler/preprocessor to add /usr/include/hildon-1 to the search path for header files, and to link with libhildon-1.so during the linking stage).

Depending on how your Makefile is set up the above example may have to be split out to different parts of the Makefile, but I hope you get the idea.