To find where is your opencv.hpp file, on linux the easier is to run:
# find / -name opencv.hpp
This will give you the path for your opencv files.
Consider the path where you placed you OpenCV. -- e.g. C:\Program Files\OpenCV\include . The path may change according to the way you installed the OpenCV and according to your operational system.
In linux you should include the path to your profile. For that you can use bash_profile or bashrc. http://www.joshstaiger.org/archives/2005/07/bash_profile_vs.html
One way to do it is like:
#include "opencv2/opencv.hpp"
#include "opencv.hpp"
You can also specify the paths for hpp or any other files in your make file.
Here some examples:
http://www.digitalpeer.com/id/example
http://www.cs.duke.edu/~ola/courses/programming/libraries.html