All needed shared libraries must be visible on all the nodes at run time. To achieve this, point these libraries by the LD_LIBRARY_PATH environment variable in the .bashrc file.
If Intel MKL is installed only on one node, link statically when building your Intel MKL applications rather than use shared libraries.
The Intel compilers or GNU compilers can be used to compile a program that uses Intel MKL. However, make sure that the MPI implementation and compiler match up correctly.