dyld: Library not loaded: @rpath/libmkl_intel_lp64.dylib

I am on High Sierra (OS X 10.13), and this is my first time I am using the Intel MKL. I want to compile the example shown here

https://software.intel.com/en-us/mkl-tutorial-c-multiplying-matrices-using-dgemm

using MKL 2018. As suggested by the example, I create a file with the name: dgemm_example.c, and then I compile it using

icc -mkl dgemm_example.c -o dgemm_example

When running it:

./dgemm_example

I get the following message:

dyld: Library not loaded: @rpath/libmkl_intel_lp64.dylib
  Referenced from: /Users/hesquivel/Desktop/./dgemm_example
  Reason: image not found
Abort trap: 6

I was wondering how to make this library to be loaded and avoid the error.

Thank you,

Hugo

PS: I am using a MacBookPro14,3 (Intel Core i7, 3.1 GHz, Mid 2017).