You need to specify the directory containing the Intel Advisor definition file as an additional include directory when you compile your program. Intel Advisor installs its annotation definition files into a default directory on your system. For example:
With the C/C++ or Fortran command line, use the compiler option -Idir (Linux* OS) or /Idir (Windows* OS), where dir is the directory containing the annotation definition files. You can use the environment variable ADVISOR_XE_2013_DIR followed by the include directory.
With Fortran modules, you also need to specify the library name and directory of the annotations definitions to the linker (see the help topic Build Settings for Fortran Applications).
For complete, specific instructions, read the help topic Build Settings for your language (use the links under See Also below).