How can I install/use a C library that isn't already installed?

I'm trying to use C to build a simple REPL (not repl, but repl in the literal sense of the word). I'm following a tutorial that says to use #include<editline/readline.h>, and to install it in order to use it in the program. Without installing it, you get fatal error: editline/readline.h: No such file or directory #include <editline/readline.h>, and I can't figure out a way to install it. Is going to be of no use to me in building this program? Or is there another way to install it, because I can't figure out how to use the clang shell to install a library.

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use the shell to do it?

system("git clone <url to thingy>");
Something like that.