Thanks to all! I kind of solve the problem with the dirty trick according to a comment by Srikant in the following link.
https://stackoverflow.com/questions/74979674/gensim-install-in-python-3-11-fails-because-of-missing-longintrepr-h-file
(check the reply by user @Srikant)
But I need to find the location of my python.exe in my conda environment.
Then I copied longintrepr.h to the include folder in the environment folder.
That is
~/anaconda3/envs/my311/include
DavidW also suggested to either upgrade my Cython or downgrade my python.
Thanks!
I will try that later.