The examples are written for Linux, not Windows.
The simplest way to configure is to run command:
g++ -shared Matrix.cpp -o libMatrix.so -I$PWD -fPIC -fopenmp
g++ -fopenmp -o test_omp test_omp.cpp -I$PWD -L$PWD -l Matrix
The following command runs the compiled codes.
LD_LIBRARY_PATH=$PWD ./test_omp