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

[Ryan Curtin]

Hi Alex,

Sorry that you had trouble.  One of the reasons that we don't give the GCC commands or a Makefile is because the particular command we give might not work for every Linux distribution or environment that a user might be on, and that could result in more confusion.

I see that the way that the sample program is written, no output will actually be given (because by default `Log::Info` doesn't print anything).  I've changed the example to `cout` in a1dafa4.

Feel free to file more issues if you have any more problems.

Thanks,
Ryan

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