I think there is an issue with the Linux instructions as currently written on Project_Setup.html.
It doesn't set the rpath, so I get the same cannot open shared object file when running those commands on Ubuntu. You don't need to create a symlink, but for the last command you may have to run :
LD_LIBRARY_PATH=../build ../build/Sample
Another option is to ignore what's on that guide at this time, and just do :
make
./Sample
The Makefile provided with the SDK already takes care of setting the rpath.