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Windows missing Python.h

I'm trying to run a sample Theano code that uses GPU on windows. My python (with python-dev and Theano and all required libraries) was installed from Anaconda. This is the error I run into:

Cannot open include file: 'Python.h': No such file or directory

My Python.h is actually in c://Anaconda/include/

I'm guessing that I should add that directory to some environmental variable, but I don't know which.

如果您在 Windows 中使用 Visual Studio,请在解决方案资源管理器中右键单击您的项目并按如下方式导航:属性 -> C/C++ -> 常规 -> 附加包含目录 -> 添加 C:/Anaconda/include/(或无论您的 Anaconda 安装位于何处)

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