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A> Since the includes are below the opencv2 folder you need to specify those, too. Also please use the newer include-modules, i.e.:
#include <opencv2/core/core.hpp>
#include <opencv2/highgui/highgui.hpp>
Also note that it is not necessary to set the LD_LIBRARY_PATH to /usr/local/lib! However don't forget to link against the libraries (if you search for Makefile in this Q&A forum you will also find several examples for working Makefiles).
B> You can see at the top of each documentation page (http://docs.opencv.org/) to which module each method belongs to.
C> The most examples should run out-of-the box and can be build via cmake (or ccmake). But you are right, it can happen that an example doesn't work. I am not quite sure if they are tested via buildbot (http://build.opencv.org/) or not, seems like only the tests were built and run and not the example-module. Thus, please report if you find an example which doesn't build by submitting an issue ticket (http://code.opencv.org/projects/opencv/issues/new) so that it can be fixed for the next release.