#include <X11/Xlib.h> is portable, the local version of GCC simply doesn't look in
/usr/X11R6, which was the default path on all Unix-like systems prior to the modularization of Xorg R7, OpenBSD retains this for portability reasons!
Developers can utilize
pkg-config(1) or simply pass the proper -I, -L and -l arguments to GCC.
Please do a little more research before posting.