Using Ubuntu 16.04 LTS

I have cloned a repo that has nice software in it, however, I can't find any valid instructions for solving the following issue. When I try and build the software it sayes.

main.cpp:12:19: fatal error: glfw3.h: No such file or directory

I assume I need to install glfw3, also locate glfw3 etc. returns nothing. My main.cpp program has this in it #include

How do you fix this?