there is a precompiled example for every phidgets board. If you go to http://www.phidgets.com/docs/Language_- ... _Downloads and download the Example Code you will find precompiled examples and corresponding example code for the precompiled examples.
I'm getting the same error ('Phidget21/phidget21.h' file not found). I've tried all the suggestions that I could actually do but have had no luck. I'm on OSX 10.8.2 and Xcode 4.6.