Well, you can't get much better description than that. First, do those two things: Download and install libntlm and add "WITH_NTLM" definition to the compilation of your project.
Few more things I've done when building a (g)soap client (unfortunately, in visual studio):
- pointed compiler to the "LibNTLM\include" as additional include directory
- pointed linker to the library file ("\LibNTLM\lib\libntlm.dll.a" in my case).