How could I compile that example?
Have you run CMake to generate make files for all examples in the EMA C++ package?
You have to use Cmake to generate make files for the examples in the EMA package first as mentioned on the page.
Then you have to copy source files under folder <EMA_CPP_RCC_Tutorial>/rcc to 341__MarketPrice__OffStreamPost as mentioned in the below section. And compile and build makefile for OffStremPost example instead.
Linux Extract the zip file and place the source folder: EMA_CPP_RCC_Tutorial in the EMA examples directory Ema/Examples/Training/Consumer/300_Series_Examples so that it is alongside the EMA example used as the starting point (i.e. 341__MarketPrice__OffStreamPost).
Actually the RCC example source files were created on top of Consumer.cpp and Consumer.h from the OffStreamPost examples folder therefore you can replace the source files with the codes from the RCC example. And then you can use the same makefile you used to build the OffStreamPost example.