mrb_sys_fail() is declared in src/error.h

mrbgem.rake

@@ -1,4 +1,6 @@
 MRuby::Gem::Specification.new('mruby-socket') do |spec|
   spec.license = 'MIT'
   spec.authors = 'Internet Initiative Japan'
+
+  spec.cc.include_paths << "#{build.root}/src"
 end

src/socket.c

@@ -22,6 +22,7 @@
 #include "mruby/string.h"
 #include "mruby/variable.h"
 #include "mruby/ext/io.h"
+#include "error.h"
 
 #define E_SOCKET_ERROR             (mrb_class_get(mrb, "SocketError"))