Yes, apologies, we're currently working on the build system for the C++ library. All the libraries that you see in the /usr/local/lib are the Paho C libraries. The C++ library produces a single library, libpaho-mqttpp, when you build from the top-level cpp workspace. That's the file that is missing.
The GitHub 'develop' branch is in flux at the moment, as we proceed to a 1.0 release of the C++ library, but has a number of updates that might be helpful, particularly a "make install" build target. To get this, clone the latest GitHub repo and then checkout the 'develop' branch:
$ git clone https://github.com/eclipse/paho.mqtt.cpp.gitThat get you going for now. Look for a stable 'master' in a few weeks time.
$ cd paho.mqtt.cpp
$ git checkout develop
$ sudo make install
$ make samples
To learn more about MQTT please visit http://mqtt.org
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It seems that the loader can not find the shared library. Assuming that you ran "sudo make install", if the libpaho-mqttpp3 library and major/minor version soft links made it into /usr/local/lib, then you just need to re-run ldconfig as the superuser to update the loader cache:
$ sudo ldconfig
If that solves the problem, then the make file should be updated to ensure this is automatically run after the install.