To build the C++ package, please refer to this guide.
A basic tutorial can be found at https://mxnet.incubator.apache.org/tutorials/c++/basics.html.
The example directory contains examples for you to get started.
From cpp-package/examples directory
By default, the examples are build to be run on GPU. To build examples to run on CPU:
The makefile will also download the necessary data files and store in data folder. (The download will take couple of minutes, but will be done only once on a fresh installation.)