Could be two things
1) The X11 library is installed in a non-standard path. Use the search command to see if libX11.a or libX11.so is available on your system. If yes add the directory path to the -L option.
2) You are missing the libX11 library. In this case, login as admin and use yum (assuming linux) to install this library. Eg:
"yum install libX11.i386" or "yum install libX11.x86_64", depending on your architecture (32 bit or 64 bit).