You need to compile them together or what?

if yes, one way is to copy "is_primes.h" and "is_prime.c" in libraly of Builder or visual studio(if you have)
to "include" - you ll find it , where your program(builder/studio) is installed. if you cant (so you have linux and "vim"), then you collect ALL this programs in compiling directory and write, as usual , "gcc..."