Database link from Postgres to Oracle using ODBC

I am a newbie so I may have done something wrong. I have made a database link from Oracle 11.2 to Postgres 9.2 using unixODBC, Oracle HS and psqlODBC. It is working fine.

Now I want to do it the other way around, which is making a database link from Postgres 9.2 to Oracle 11.2. I have figured out that I have to install ODBC-Link 1.0.4 or Oracle_fdw 0.9.9.

I tried to install ODBC-Link 1.0.4 and Oracle_fdw 0.9.9, but both have similar problems as shown below (using ODBC-Link 1.0.4):

[root]# export PATH=$PATH:/usr/pgsql-9.2/bin

[root]# pg_config --pgxs
/usr/pgsql-9.2/lib/pgxs/src/makefiles/pgxs.mk
[root]# USE_PGXS=1 make
gcc -O2 -g -pipe -Wall -Wp,-D_FORTIFY_SOURCE=2 -fexceptions -fstack-protector --param=ssp-buffer-size=4 -m64 -mtune=generic -I/usr/include/et -Wall -Wmissing-prototypes -Wpointer-arith -Wdeclaration-after-statement -Wendif-labels -Wmissing-format-attribute -Wformat-security -fno-strict-aliasing -fwrapv -fpic -I. -I. -I/usr/pgsql-9.2/include/server -I/usr/pgsql-9.2/include/internal -I/usr/include/et -D_GNU_SOURCE -I/usr/include/libxml2 -I/usr/include -c -o odbclink.o odbclink.c
In file included from odbclink.c:17:
odbclink.h:4:17: error: sql.h: No such file or directory
odbclink.h:5:20: error: sqlext.h: No such file or directory
In file included from odbclink.c:17:
odbclink.h:11: error: expected specifier-qualifier-list before âSQLHENVâ
odbclink.h:17: error: expected specifier-qualifier-list before âSQLHSTMTâ
odbclink.c: In function â_PG_finiâ:
odbclink.c:106: warning: implicit declaration of function âSQLDisconnectâ
odbclink.c:106: error: âodbcconnâ has no member named âhConâ
odbclink.c:107: warning: implicit declaration of function âSQLFreeConnectâ
odbclink.c:107: error: âodbcconnâ has no member named âhConâ
odbclink.c:108: warning: implicit declaration of function âSQLFreeEnvâ
odbclink.c:108: error: âodbcconnâ has no member named âhEnvâ
....

many more lines

What is the problem here?