[mlpack] [mlpack/mlpack] Clear example for compiling example programs (#815)

[Ryan Curtin]

Hi Tony,

You need to add the `-std=c++11` flag to your gcc call. :)  `This support must be enabled with the -std=c++11 or -std=gnu++11 compiler options.`  I added a little bit to the tutorial in 20da685 so that should help clarify the need for a C++11 compiler.

Personally I don't use an IDE to develop mlpack, just vim + GNU screen + command-line.  I am sure some others do use IDEs but I have never set one up for my own use.

I hope this is helpful.  Let me know if there is anything else I can clarify.

Thanks,
Ryan

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