Any idea how to use this on windows? Fatal error: mcrypt.h: No such file

[veqryn]

I get the following error when trying to use this library:

# github.com/mfpierre/go-mcrypt
vendor\github.com\mfpierre\go-mcrypt\mcrypt.go:7:10: fatal error: mcrypt.h: No such file or directory
 #include <mcrypt.h>
          ^~~~~~~~~~
compilation terminated.

I have already installed mcrypt from here: https://sourceforge.net/projects/mcrypt/
This gave me mcrypt.exe as well as a bunch of dll files, which I have put on my path.
How/where do I get this mcrypt.h file?