math major pretending to be a programmer here. I wanted to u

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math major pretending to be a programmer here. I wanted to use a math library eigen (http://eigen.tuxfamily.org/index.php?title=Main_Page) and I'm running into some problems (with #include <Eigen/Dense>). Hoping I can solve this without going to the stack and getting downvotes

Most files don't have to be built, I think and should just work straight from download

I followed these pages:

http://eigen.tuxfamily.org/dox/GettingStarted.html

https://github.com/Microsoft/AirSim/blob/master/docs/install_eigen.md

http://askubuntu.com/questions/491067/eigen-installation-seemed-to-work-but-i-still-cant-make-eigen-work

and still getting the g++ error: Eigen/Dense No such file or directory. For the time being, I'm using a windows vista. I created test.cpp which is exactly the same as the getting started example. I created the environment variable EIGEN_ROOT pointing to: C:\Users\zachary\Desktop\eigen. Inside this folder is eigen3 where all the files are

I used the command:

C:\Users\zachary\Desktop\eigen>g++ -I/eigen3/ test.cpp -o test.exe

test.cpp:2:23: fatal error: Eigen/Dense: No such file or directory
#include <Eigen/Dense>
^
compilation terminated.


Bet there's something really simple I'm missing right?