Sure looks to me like you're still missing the mysql include files. /usr/local/mysql/include should contain the following files

config-win.h  heap.h       my_dir.h         my_tree.h        mysys_err.h        t_ctype.h
config.h      m_ctype.h    my_global.h      myisam.h         nisam.h            thr_alarm.h
dbug.h        m_string.h   my_list.h        myisammrg.h      queues.h           thr_lock.h
errmsg.h      merge.h      my_net.h         myisampack.h     raid.h             violite.h
ft_global.h   my_alarm.h   my_no_pthread.h  mysql.h          sslopt-case.h
getopt.h      my_base.h    my_nosys.h       mysql_com.h      sslopt-longopts.h
global.h      my_bitmap.h  my_pthread.h     mysql_version.h  sslopt-usage.h
hash.h        my_config.h  my_sys.h         mysqld_error.h   sslopt-vars.h

If it does, then please post the lines before the error (should be something like gcc dbdimp.c -I./ BLAH BLAH) so we can see the parameters passed to the compiler. If it doesn't, than you need to install the include files with MySQL. (Although I'm pretty sure they're installed by default if you compiled it from source.)