Your problem is that all those header files cannot be found. It may be that they are in a subdirectory of your project, in which case you need to change the angle brackets to double quotes, thus:
#include "mysql_driver.h"
#include "mysql_connection.h"
#include "cppconn/driver.h"
#include "cppconn/exception.h"
#include "cppconn/connection.h"
#include "cppconn/resultset.h"
#include "cppconn/statement.h"
#include "cppconn/prepared_statement.h"
If that is not the case, and they are stored somewhere elxe then you need to add their location to your set of include directory names.