I have included Python.h in my module header file and it was built successfully. 
Somehow when I enabled-examples configuration to compile the example.cc file, which includes the module header file. It reported the Python.h file can not be found - fatal error.
I have no clue at the moment what is being wrong.
Could anyone give a hint? It is for the NS3(Network Simulator 3) framework.
thanks for writing back to me:).
I solved the issue by adding the pyembed feature in the wscript within the same folder as my.cc file.
Thanks again:).
J.
NS3 - python.h file can not be located compilation error