Building kernel module using dkms, missing headers

I would appreciate, if anybody can help me.

1) I am trying to build kernel module for Ubuntu sever using dkms. Detailed manual is here.

2) When It is building module using this syntax:

sudo dkms build -m ixgbevf -v 2.15.3

it says, that some kernel headers are missing:

Kernel preparation unnecessary for this kernel.  Skipping...

Building module:
cleaning build area....(bad exit status: 2)
cd src/; make BUILD_KERNEL=....(bad exit status: 2)
ERROR (dkms apport): binary package for ixgbevf: 2.15.3 not found
Error! Bad return status for module build on kernel: 3.13.0-36-generic (x86_64)
Consult /var/lib/dkms/ixgbevf/2.15.3/build/make.log for more information.

3) Log file: /var/lib/dkms/ixgbevf/2.15.3/build/make.log:

DKMS make.log for ixgbevf-2.15.3 for kernel 3.13.0-36-generic (x86_64)
Tue Dec 23 09:27:47 UTC 2014
Makefile:64: *** Kernel header files not in any of the expected locations.
Makefile:65: *** Install the appropriate kernel development package, e.g.
Makefile:66: *** kernel-devel, for building kernel modules and try again.  Stop.

4) I have headers here:

/usr/src/linux-headers-3.13.0-36
/usr/src/linux-headers-3.13.0-36-generic
/usr/include

And cpp -v shows:

#include <...> search starts here:
 /usr/lib/gcc/x86_64-linux-gnu/4.8/include
 /usr/local/include
 /usr/lib/gcc/x86_64-linux-gnu/4.8/include-fixed
 /usr/include/x86_64-linux-gnu
 /usr/include

If you need more information, I will provide you immediately. Thanks.