When you use linux, you need to read the error messages and figure out what to do next. This is an insanely easy-to-fix problem and I'm sure at this stage everybody is more than happy to help you sort things out but if you ask questions of this calibre too often it will become old.
Quote:
cp: `/usr/local/include': specified destination directory does not exist
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I've made bold the bits that are important. You'll need to use the mkdir command to make the directory that it's looking for, the script obviously isn't smart enough to do that on it's own and go from there
I'll let you try and find out how to use mkdir yourself, learning is fun