Embedding a language usually associates an interpreter with a binary that implements it, -l associates a library with a program, you can try:
gcc -Wall -I/usr/include/ruby-1.9.1/ myprog.c -o myprog -lruby
Please note that you may need to enable this too or similar on your platform:
-I/usr/include/ruby-1.9.1/x86_64-linux/
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