You're asking two different things.
#include <iostream>
appears in the source code and is used for compilation. The path for iostream would normally be set up by the compiler. Failing that, you'd probably have to do a find for it and set up the relevant directory using -I.
The library it is linked to should also be automatically picked up by g++. Failing that, you have to set up the directory using -L and the library using -l.