gcc -I/usr/openwin/share/include/Xol -L/usr/lib -lX11
-v -o program
Drop the Xol from the -I option, and put it in your source file, e.g. #include <Xol/Button.h>
If you still have problems, make sure you are spelling the filenames correctly,
and that they really do exist in the directory where you think they are, and
that they are readable by you. You can try using the -v option to see what gcc
is doing while looking for the header files.
Jim