I have updated version of gcc, gcc --version produces the following output
gcc (Ubuntu 8.1.0-5ubuntu1~16.04) 8.1.0 Copyright (C) 2018 Free Software Found
Add the filesystem library as an argument to your compiler that will be forwarded to the linker. Also make sure you are using C++17. Both g++ and clang++ accepts this particular format:
--std=c++17 -lstdc++fs