There are a couple of things here.
First the tbbvars.sh script should work.What do your environment variables look like after you source tbbvars.sh? (As a side note, you need to source it like, ". tbbvars.sh" with the "." and not execute it). If the tbbvars script is not working for you, we need to fix it. The tbbvars script should change the values of theDYLD_LIBRARY_PATH and CPATH variables.
Second, if you do install the library by moving the files, like libtbb* to /usr/loca/lib then you also need to move the header files to /usr/local/include. This is probably what the compiler was complaining about. The header files are found in the distribution under /include.