Thanks a lot for your help!
I have seemly solved this problem by exporting the head-file path to gcc compiler. Specifically, I changed the \etc\profile in WSL with following code:
export CPLUS_INCLUDE_PATH=/usr/local/include/openfhe/pke:$CPLUS_INCLUDE_PATH
What a silly method hhhh.
I will try your scheme later, but I am facing another problem. And I post a new topic for this.Fail to run example with error: ‘MATHBACKEND’ was not declared in this scope