我按照《手把手教你做UG二次开发》但是编译有错误 是怎么回事？？

错误：

--------------------Configuration: my_first - Win32 Debug--------------------
Compiling...
first_dlg_template.c
e:\my_first_ug\application\first_dlg_template.c(75) : fatal error C1083: Cannot open include file: 'uf.h': No such file or directory
Error executing cl.exe.

libmy_first.dll - 1 error(s), 0 warning(s)