The key to use mysql++ on Ubuntu system is to find where the mysql++.h head files and the .so binary files.
First install mysqlclient and mysql++ on Ubuntu:

root# apt-get install libmysqlclient-dev libmysqld-dev libmysql++-dev libmysql++-doc libmysql++3

This will install the mysql head files in /usr/include/mysql, mysql++ head files in /usr/include/mysql, and libmysqlpp.so and libmysqlclient.so in /usr/lib.
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