how to use rosbag API?

edit

I collected odometry data from dspace. It's a .csv file. I want to write it into a rosbag file to do Gmapping. I searched other similar questions and the answers are rosbag API.

So I'm following the API. I want to first try a simple example by writing some simple messages into rosbag. After I write down the code as .cpp file, What should I do next? Do I need to specially create a package for this? (Now it reports rosbag/bag.h no such file or directory)

#include <rosbag/bag.h>
#include <std_msgs/Int32.h>
#include <std_msgs/String.h>
int main(argc, char** argv)
{
    ros::init(argc,argv,"bagit");
    rosbag::Bag bag;
    bag.open('test.bag',rosbag::bagmode::Write);

    std_msgs::String str;
    str.data=std::string("foo");

    std_msgs::Int32 i;
    i.data=42;
    bag.write("chatter",ros::Time::now(),str);
    bag.write("number",ros::Time::now(),i);

    bag.close();
    return 0;
}