I'm a long time (over 9 years now) Linux user and SysAdmin, so please don't take my suggestions in the wrong spirit... 8^)
"but that does not work under Knoppix..."
First, I'd suggest installing a "real" Linux distro, like Red Hat or SuSE, on your computer... Knoppix is nice but is intended more for it's ability to create a friendly desktop than a developers enviroment. It has issues, especially when trying to compile/link source code. The newer mainstream distros have the ability to provide multiboot capabilities at startup. I generally use two HD's, the C drive for M$ and the E drive for Linux.
SuSE has a very nice install suite, is very simple to use and normally the distro I recommend to noobs.
"...but i'm a linux newbie and can't get it right. Does anyone have an offline API manual for linux !?"
As you're new to Linux, I suggest getting a comprehensive book on the subject. Linux is not like M$ and if you realistically expect to accomplish much of anything, you need to know just how different is it. This applies especially to advanced programming techniques like program compilation and linking.
Or, you'll find just about everything you need to know in the 'man' pages. These are documents that describe, in varying detail, the programs that comprise a Linux distro. For instance, you might type at the commandline; 'man bash <return>' or even 'man man' to learn about man pages in general. Under X-Windows, Gnome or the KDE, try typing 'xman' (a graphical man page viewer). If it's installed, it will allow you to access the man pages quite easily.
I would also suggest reading "Learning the BASH shell" from O'Reilly. BASH is generally the default shell enviroment in most Linux'es and quite easy to use. Most problems noobs have can be solved by shell scripting. The problem you describe is solvable by adding your development directory to the $PATH variable (like in M$). If you need it to work dynamically, a simple bash shell script can set the variables for you then invoke the compiler.
Hope this might prove helpful.
