Finally, it works. I give the solution here:
MKL_DIR
(folder): ...\mkl\2022.0.2
MKL_INCLUDE_DIR
(folder): ...\mkl\2022.0.2\include
MKL_LIB_CORE
(file): ...\mkl\2022.0.2\lib\intel64\mkl_core.lib
MKL_LIB_INTEL
(file): ...\mkl\2022.0.2\lib\intel64\mkl_intel_lp64.lib
MKL_LIB_THREAD
(file): ...\mkl\2022.0.2\lib\intel64\mkl_sequential.lib
...
means your installation directory of Intel mkl.