Hello
Just my 2 cents on this one.
I am not an MQX specialist, but did you check if the path to the MQX header file have been added to the include paths?
The include paths are specified in the project settings dialog. The page where you can adjust them depends on the processor you are targeting.
If you are developing for Kinetis, the paths can be added to Arm ltd windows GCC C Compiler > Directories page.
If you are building for Coldfire, the paths can be added to the ColdFire Compler > Input page.
CrasyCat