[CentOS] finding mysql.h & errmsg.h on CentOS?

I am not sure how to modify the config.h script for my CentOS 4.5 box
(running Nagios + NDOutils).

NDOutils seem to compile fine (./configure && make), but I'm having
problems when I try to run the final command in the README file.

********* problems ***************************

ndo2db-2x -c /etc/nagios/ndo2db.cfg

Support for the specified database server is either not yet supported,
or was not found on your system.
************************************************

Someone else (http://tinyurl.com/2jnef8) suggested modding the
config.h file in order to eliminate that command

CHANGE

#include <mysql/mysql.h>
#include <mysql/errmsg.h>

TO

#include </usr/local/mysql/include/mysql/mysql.h>
#include </usr/local/mysql/include/mysql/errmsg.h>

However, when I looked for mysql.h (e.g. "locate mysql.h") I couldn't
find find them (maybe b/c I installed from package?).  What might I
need to do in order to modify this script for CentOS so that
./configure will run properly and let me install this?