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I installed a library but my compiler is not finding it. Why?

With nix, only applications should be installed into profiles. Libraries are used using nix-shell. If you want to compile a piece of software that requires zlib and uses pkg-config to discover it, run nix-shell -p gcc pkgconfig zlib to get into a shell with the appropriate environment variables set. In there, a configure script will work as expected.

This applies to other language environments too. In some cases the expressions to use are a bit different, e.g. because the interpreter needs to be wrapped to have some additional environment variables passed to it. The manual has a section on the subject.

If you have a lot of dependencies, you may want to write a nix expression that includes your dependencies so that you can simply use nix-shell rather than writing out each dependency every time or keeping your development environment in your shell history. A minimal example looks like this:

# default.nix
with import <nixpkgs> {};
stdenv.mkDerivation {
    name = "dev-environment"; # Probably put a more meaningful name here
    buildInputs = [ pkgconfig zlib ];
}

Why does it work like that?

This helps ensure purity of builds: on other distributions, the result of building a piece of software may depend on which other software you have installed. Nix attempts to avoid this to the greatest degree possible, which allows builds of a piece of software to be identical (in the ideal case) no matter where they're built, by requiring all dependencies to be declared.