This is not necessarily an answer but may be useful for a comparison.
First of all, where did you install it? If your using Linux or Mac OSX you will want to install in the system directories (not sure about Windows). I use OSX so in my makefile (by the way I use Qt):
LIBS += -L/usr/local/lib/ -lmatio
INCLUDEPATH += /usr/local/include
Then of course, in the *.h files of my source I use:
#include "matio.h"
But I assume you have already tried that?