Impossible to use MKL in Visual Studio 2017

Hello, I know that this topic has been widely addressed but in my case I have tried with all the proposed solutions that I have found and no one worked for me. The testing code is the following:

// ConsoleApplication6.cpp : Defines the entry point for the console application.
#include "stdafx.h"
#include <stdio.h>
#include <stdlib.h>
#include "mkl.h"
#define min(x,y) (((x) < (y)) ? (x) : (y))

int main()
{
	double *A, *B, *C;
	int m, n, k, i, j;
	double alpha, beta;

	m = 2000, k = 200, n = 1000;
	alpha = 1.0; beta = 0.0;
		
	A = new double[m*k];
	B = new double[k*n];
	C = new double[m*n];

	for (i = 0; i < (m*k); i++)
		A[i] = (double)(i + 1);

	for (i = 0; i < (k*n); i++)
		B[i] = (double)(-i - 1);

	for (i = 0; i < (m*n); i++)
		C[i] = 0.0;

	cblas_dgemm(CblasRowMajor, CblasNoTrans, CblasNoTrans,
		m, n, k, alpha, A, k, B, n, beta, C, n);

	delete[] A, B, C;

	return 0;
}

I get the next error:

Severity Code Description Project File Line Suppression State

Error (active) E1696 cannot open source file "mkl.h"

StateError C1083 Cannot open include file: 'mkl.h': No such file or directory

The program versions are:

• Visual Studio Community 2017 15.6.0
• Microsoft .NET Framework 4.7.03056
• Intel MKL 2018.3.210
• Intel C++ Compiler 18.0

The Intel Performance Library option inside Configuration Properties is set to Sequential but it didn't link correctly.

I don't know if it could be a compatibility issue between the latest releases of those programs... I will appreciate your responds

Thanks in advance.