At first, small program:
#include using namespace mysqlpp; void mainuu () { Connection conn(\"mysql\", \"localhost\", \"root\", \"pwd\");}
Looks like you need to edit CodeLite project settings and add these settings -lmysqlclient -lmysqlpp that you pass in command line. Fill Library Path and Libraries fields on Linker tab.
-lmysqlclient -lmysqlpp