I found out that some of the time is not the problem of the compiler which did not compile the project but, it's because of the compiler did not link with MPLAB properly.Thus, to add the compiler:
Project -> Select Language Toolsuite -> your compiler.
This can be done also when you set your new project. You will be asked directly.
The next thing you have to do is to go to:
Project -> Build options -> Projects -> Directories -> and set
-> include search path to the location of the header files of your compiler location
->library search path to the location of the library
->Linker-script search path to where the linker script is located
You might also want to specify the location of your compiled files output location by:
->Output directory to your desired location