Problems with environment variables and using code examples

I was following installation guide up to environmental variable step:  https://software.intel.com/en-us/mkl-windows-developer-guide-setting-env.... 

I entered
mklvars intel64
in the command shell. The script got executed fine and when I checked PATH variable in the command shell, I could see the added path. But if I check System properties -> environment variables, the Path variable remained unchanged. Also, when I restarted the command shell Path variable was the same as before running the script.

Also if I try to run a sample code in VS2017, the line 

#include "mkl.h"

gets underscored with a message "cannot open source file mkl.h"

Installation of mkl went without errors and all files that are mentioned in https://software.intel.com/en-us/mkl-windows-developer-guide-checking-yo... are on their place.

If I understand correctly, this error is due to the absence of mkl.h in the path. 

Am I missing something? How can I correct it?

Thanks.