Hi I install the compiler and it runs on command line. However, in Xcode it gives an error when I try to use mkl libraries or openmp libraries writing dyld... not found while executing. Please help.
This looks like a question for the forum corresponding to your compiler (C++ or Fortran?) if you don't find out the answer by reading the docs.
You didn't mention the compiler version and OS X version.
Probably, you encountered the known problem described here - https://software.intel.com/en-us/articles/os-x-1011-not-supported-by-intel-parallel-studio-xe-2015.