Where to change LD_LIBRARY_PATH

I want to compile these files into executable.

//main.c
#include <stdio.h>
#include <mylib.h>

int main(void){
  call_hello_world();
  return 0;
}

//mylib.h
void call_hello_world(void);

//mylib.c
#include <mylib.h>
#include <stdio.h>

void call_hello_world( void ) {
  printf( ”Hello world!” );
}

I tried

gcc -c -I. -fPIC -o mylib.o mylib.c 
gcc -shared -o libmylib.so mylib.o
gcc -c -o main.o main.c
gcc -o hello main.o -L. -lmylib

but at the third step, I got stucked because it couldn't find my 'mylib.h'. My professor said I needed to change 'LD_LIBRARY_PATH' so I tried to add this export LD_LIBRARY_PATH=$LD_LIBRARY_PATH:/dev/shm my .zshrc but it still didn't work for me. Any suggestions what I should do?