I use my package manager to help me. In my case, Ubuntu and Debian and such use dpkg and apt. So if I'm compiling something that needs libmnl.h, I will run `apt-file search libmnl.h` and see it's from the libmnl-dev package. With that I can see the shared libraries included in the development package using apt-file. The development package also depends on libmnl0 which has the shared libraries you're probably interested in