Error with <gmp.h>

nonstickatom@WHS-2-17-LT:~/spasm-ng$ ls gmp.h
gmp.h
nonstickatom@WHS-2-17-LT:~/spasm-ng$ i686-w64-mingw32-g++-win32 main.cpp opcodes.cpp pass_one.cpp pass_two.cpp utils.cpp export.cpp preop.cpp directive.cpp console.cpp expand_buf.cpp hash.cpp list.cpp parser.cpp storage.cpp errors.cpp bitmap.cpp modp_ascii.cpp opcodes_ez80.cpp -o spasm.exe
In file included from main.cpp:1:0:
stdafx.h:128:10: fatal error: gmp.h: No such file or directory
 #include <gmp.h>
          ^~~~~~~
compilation terminated.
In file included from opcodes.cpp:1:0:
stdafx.h:128:10: fatal error: gmp.h: No such file or directory
 #include <gmp.h>
          ^~~~~~~
compilation terminated.
In file included from pass_one.cpp:1:0:
stdafx.h:128:10: fatal error: gmp.h: No such file or directory
 #include <gmp.h>
          ^~~~~~~
compilation terminated.
In file included from pass_two.cpp:1:0:
stdafx.h:128:10: fatal error: gmp.h: No such file or directory
 #include <gmp.h>
          ^~~~~~~
compilation terminated.
In file included from utils.cpp:1:0:
stdafx.h:128:10: fatal error: gmp.h: No such file or directory
 #include <gmp.h>
          ^~~~~~~
compilation terminated.
In file included from export.cpp:6:0:
stdafx.h:128:10: fatal error: gmp.h: No such file or directory
 #include <gmp.h>
          ^~~~~~~
compilation terminated.
In file included from preop.cpp:1:0:
stdafx.h:128:10: fatal error: gmp.h: No such file or directory
 #include <gmp.h>
          ^~~~~~~
compilation terminated.
In file included from directive.cpp:1:0:
stdafx.h:128:10: fatal error: gmp.h: No such file or directory
 #include <gmp.h>
          ^~~~~~~
compilation terminated.
In file included from console.cpp:1:0:
stdafx.h:128:10: fatal error: gmp.h: No such file or directory
 #include <gmp.h>
          ^~~~~~~
compilation terminated.
In file included from expand_buf.cpp:1:0:
stdafx.h:128:10: fatal error: gmp.h: No such file or directory
 #include <gmp.h>
          ^~~~~~~
compilation terminated.
In file included from hash.cpp:1:0:
stdafx.h:128:10: fatal error: gmp.h: No such file or directory
 #include <gmp.h>
          ^~~~~~~
compilation terminated.
In file included from list.cpp:1:0:
stdafx.h:128:10: fatal error: gmp.h: No such file or directory
 #include <gmp.h>
          ^~~~~~~
compilation terminated.
In file included from parser.cpp:1:0:
stdafx.h:128:10: fatal error: gmp.h: No such file or directory
 #include <gmp.h>
          ^~~~~~~
compilation terminated.
In file included from storage.cpp:1:0:
stdafx.h:128:10: fatal error: gmp.h: No such file or directory
 #include <gmp.h>
          ^~~~~~~
compilation terminated.
In file included from errors.cpp:1:0:
stdafx.h:128:10: fatal error: gmp.h: No such file or directory
 #include <gmp.h>
          ^~~~~~~
compilation terminated.
In file included from bitmap.cpp:1:0:
stdafx.h:128:10: fatal error: gmp.h: No such file or directory
 #include <gmp.h>
          ^~~~~~~
compilation terminated.
In file included from modp_ascii.cpp:44:0:
stdafx.h:128:10: fatal error: gmp.h: No such file or directory
 #include <gmp.h>
          ^~~~~~~
compilation terminated.
In file included from opcodes_ez80.cpp:1:0:
stdafx.h:128:10: fatal error: gmp.h: No such file or directory
 #include <gmp.h>
          ^~~~~~~
compilation terminated.