After installing a Library through conda, compiling a C++ script, won't see its headers files

I have already compiled a Script on my Desktop Computer, but now I have to compile it on a Server where I don't have root access.

So I chose to install Anaconda and work with Conda environments.

So, I'm installing a GCC 9.3 Compiler, among with a GXX 9.3 Compiler because I need the execution policies from C17++.

I also installed GSL library through conda install gsl and indeed, on conda list it appears to be:

gsl                       2.4                  h14c3975_4  

so, I decided to compile the script via : x86_64-conda_cos6-linux-gnu-cpp SCRIPT_NAME -o _OUTNAME_ -lgsl since this is the way Anaconda says to call it's compilers (said so on build log)

but I get this error:

mpi_final.cpp:1:10: fatal error: gsl/gsl_math.h: No such file or directory
    1 | #include <gsl/gsl_math.h>
      |          ^~~~~~~~~~~~~~~~
compilation terminated

I have managed to include GSL but ONLY when I install it manually. and then I have problem with other libraries, so I decided to fix anaconda environments. But I dont know how to proceed.

Any Idea on where to look?