Installing new header files

[Ashoordin]

A friend of mine has installed the Fedora 21 on my pc. I am new to Linux
OS's. I am trying to learn it in order to write, compile and run C++ codes.
Since I need to calculate some hard and long double integrations in my
project, I am told to install the nr3 (numerical recipes 3th edition) which
includes all the header files needed to run the programs. However, I don't
know the actual procedure to download and install those files in my system
so that each time they are needed, the compiler can find them with no
problem. Your help is greatly appreciated.

Sincerely,