Hi @study, I assuming you are working with the old Unreal Engine for Tobii?
https://github.com/TobiiTechnology/EyeXforUE4
This project is now deprecated and depends on an older version of the Tobii EyeX SDK (containing EyeX.h) which we no longer provide online as this has been replaced by the Tobii Core SDK.
We are not allowed to provide links to third party software on this forum, but a cursory web search “tobii eyex sdk github” should provide you link to the older versions of the EyeX SDK should you wish to keep trying on this platform.
We are indeed working on a new Unreal Engine for the future, so please stay tuned for relevant announcements.