How do I include mkl_vsl modules for random number generators e.g. 'vsrnggaussian'? (Fortran)

I'm new to Fortran (gfortran on windows) and want to use the random number generator vsrnggaussian.

vsrnggaussian needs the Intel MKL VSL modules 'mkl_vsl_type' abd 'mkl_vsl' which are provided in the mkl_vsl.f90 file. This file needs to be included to generate the module files 'mkl_vsl_type.mod' and 'mkl_vsl.mod' which are used to process the Fortran use clauses referencing to the VSL interface:

use mkl_vsl_type
use mkl_vsl

I tried multiple options to include this file but none of them work.

1. insert file into project directory and INCLUDE 'mkl_vsl.f90' --> multiple incomprehensible errors
2. use full path in include statement: INCLUDE 'C:/Program Files (x86)/IntelSWTools/compilers_and_libraries_2016.1.146/windows/mkl/include/mkl_vsl.f90' --> Error: Can't open included file
3. INCLUDE 'mkl_vsl.f90' and compiler command: gfortran -I/Program Files (x86)/IntelSWTools/compilers_and_libraries_2016.1.146/windows/mkl/include/ -g -o incl_mkl.exe --> gfortran: error: Files: no such file or directory
4. write into makefile: INCLUDES=-I. -I/Program Files (x86)/IntelSWTools/compilers_and_libraries_2016.1.146/windows/mkl/include/ --> Error: Can't open included file

How do I include this file??