This isn't true... the linker simply needs to know where to find the shared 
library.

Depending on what compiler / linker you're using - the syntax for providing a 
path to linked libraries can vary.

If you're using gcc for instance, you can set the LIBRARY_PATH env variable or 
by specifying paths using -L when calling gcc, like -L/usr/local/lib

You can run gcc with the -v flag to see what LIBRARY_PATH is currently set to.

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