How can I include header file like mat.h from matlab to visual studio?

/*
* MAT-file creation program
*
* See the MATLAB External Interfaces/API Guide for compiling information.
*
* Calling syntax:
*
*   matcreat
*
* Create a MAT-file which can be loaded into MATLAB.
*
* This program demonstrates the use of the following functions:
*
*  matClose
*  matGetVariable
*  matOpen
*  matPutVariable
*  matPutVariableAsGlobal
*
* Copyright 1984-2005 The MathWorks, Inc.
*/
#include <stdio.h>
#include <string.h> /* For strcmp() */
#include <stdlib.h> /* For EXIT_FAILURE, EXIT_SUCCESS */
#include "mat.h"

#define BUFSIZE 256

int main() {
	MATFile *pmat;
	mxArray *pa1, *pa2, *pa3;
	double data[9] = { 1.0, 4.0, 7.0, 2.0, 5.0, 8.0, 3.0, 6.0, 9.0 };
	const char *file = "mattest.mat";
	char str[BUFSIZE];
	int status;

	printf("Creating file %s...\n\n", file);
	pmat = matOpen(file, "w");
	if (pmat == NULL) {
		printf("Error creating file %s\n", file);
		printf("(Do you have write permission in this directory?)\n");
		return(EXIT_FAILURE);
	}

	pa1 = mxCreateDoubleMatrix(3, 3, mxREAL);
	if (pa1 == NULL) {
		printf("%s : Out of memory on line %d\n", __FILE__, __LINE__);
		printf("Unable to create mxArray.\n");
		return(EXIT_FAILURE);
	}

	pa2 = mxCreateDoubleMatrix(3, 3, mxREAL);
	if (pa2 == NULL) {
		printf("%s : Out of memory on line %d\n", __FILE__, __LINE__);
		printf("Unable to create mxArray.\n");
		return(EXIT_FAILURE);
	}
	memcpy((void *)(mxGetPr(pa2)), (void *)data, sizeof(data));

	pa3 = mxCreateString("MATLAB: the language of technical computing");
	if (pa3 == NULL) {
		printf("%s :  Out of memory on line %d\n", __FILE__, __LINE__);
		printf("Unable to create string mxArray.\n");
		return(EXIT_FAILURE);
	}

	status = matPutVariable(pmat, "LocalDouble", pa1);
	if (status != 0) {
		printf("%s :  Error using matPutVariable on line %d\n", __FILE__, __LINE__);
		return(EXIT_FAILURE);
	}

	status = matPutVariableAsGlobal(pmat, "GlobalDouble", pa2);
	if (status != 0) {
		printf("Error using matPutVariableAsGlobal\n");
		return(EXIT_FAILURE);
	}

	status = matPutVariable(pmat, "LocalString", pa3);
	if (status != 0) {
		printf("%s :  Error using matPutVariable on line %d\n", __FILE__, __LINE__);
		return(EXIT_FAILURE);
	}

	/*
	* Ooops! we need to copy data before writing the array.  (Well,
	* ok, this was really intentional.) This demonstrates that
	* matPutVariable will overwrite an existing array in a MAT-file.
	*/
	memcpy((void *)(mxGetPr(pa1)), (void *)data, sizeof(data));
	status = matPutVariable(pmat, "LocalDouble", pa1);
	if (status != 0) {
		printf("%s :  Error using matPutVariable on line %d\n", __FILE__, __LINE__);
		return(EXIT_FAILURE);
	}

	/* clean up */
	mxDestroyArray(pa1);
	mxDestroyArray(pa2);
	mxDestroyArray(pa3);

	if (matClose(pmat) != 0) {
		printf("Error closing file %s\n", file);
		return(EXIT_FAILURE);
	}

	/*
	* Re-open file and verify its contents with matGetVariable
	*/
	pmat = matOpen(file, "r");
	if (pmat == NULL) {
		printf("Error reopening file %s\n", file);
		return(EXIT_FAILURE);
	}

	/*
	* Read in each array we just wrote
	*/
	pa1 = matGetVariable(pmat, "LocalDouble");
	if (pa1 == NULL) {
		printf("Error reading existing matrix LocalDouble\n");
		return(EXIT_FAILURE);
	}
	if (mxGetNumberOfDimensions(pa1) != 2) {
		printf("Error saving matrix: result does not have two dimensions\n");
		return(EXIT_FAILURE);
	}

	pa2 = matGetVariable(pmat, "GlobalDouble");
	if (pa2 == NULL) {
		printf("Error reading existing matrix GlobalDouble\n");
		return(EXIT_FAILURE);
	}
	if (!(mxIsFromGlobalWS(pa2))) {
		printf("Error saving global matrix: result is not global\n");
		return(EXIT_FAILURE);
	}

	pa3 = matGetVariable(pmat, "LocalString");
	if (pa3 == NULL) {
		printf("Error reading existing matrix LocalString\n");
		return(EXIT_FAILURE);
	}

	status = mxGetString(pa3, str, sizeof(str));
	if (status != 0) {
		printf("Not enough space. String is truncated.");
		return(EXIT_FAILURE);
	}
	if (strcmp(str, "MATLAB: the language of technical computing")) {
		printf("Error saving string: result has incorrect contents\n");
		return(EXIT_FAILURE);
	}

	/* clean up before exit */
	mxDestroyArray(pa1);
	mxDestroyArray(pa2);
	mxDestroyArray(pa3);

	if (matClose(pmat) != 0) {
		printf("Error closing file %s\n", file);
		return(EXIT_FAILURE);
	}
	printf("Done\n");
	return(EXIT_SUCCESS);
}