How to link RCpp with ALGLIB library?

Question

I am trying to use Rcpp package and ALGLIB library together to use the kd tree functions of the ALGLIB. What can I do to link the ALGLIB with Rcpp? My src folder is as such

src/
  |- Makevars
  |- Makevars.win
  |- alglibmisc.h
  |- alglibmisc.cpp
  |- alglibinternal.cpp
  |- alglibinternal.h
  |- ap.cpp
  |- ap.h

My beginning of the code looks like

#include <RcppEigen.h> 
#include "alglibmisc.h"

I get the error: Error in Rcpp::sourceCpp("src/rcppeigen_hello_world.cpp") : Error occurred building shared library when trying to compile the code.

Thank you.