Finally I was able to go over the script wizard 
Sounds good... :-)
The only problem it that I do not know which header files I have to include...
By default I have #include <windows.h> that is for a windows system.
To be honest: I can't tell.
can be removed obviously, but which one are needed you'll see when you compile the S-function... via trial-and-error. I simply don't know the dependencies of the Linux libraries of Matlab. Again you can try to compile under Matlab using
mex with the "
verbose" switch and/or look at the S-function samples that are shipped with Matlab.
By the way, can I remove all the lcc references in the script?
Yes, certainly. LCC is a Windows only compiler.