Linux headers

I’m using rake to install rubygame and I’m running into an error where
ruby.h cannot be found. I’ve never understood - where does rake look for
this header file? And are the dev headers distributed separately? I’m
running 1.9 and i compiled and installed it from source on Ubuntu
Linux…but it would appear that the headers are not installed at the
same
time? I’m surprised at how little info I’ve been able to find on this.
Any
thing you guys can point me to to educate myself on the intricacies of
ruby
header installation and location would help.