While I'm sure there is a distribution-native package of memcached for your release available: You need to inform the dynamic linker of the location of shared libraries.
To do so drop your libevent into one of the paths configured in /etc/ld.so.conf (Prefer /usr/local/lib!) while making sure that you don't overwrite an existing version. If you did that, run ldconfig, and verify your library is known to the runtime linker by running ldconfig -p | grep libevent. After that, drop your memcached into /usr/local/bin/ and try running it again.
If that fails, do a ldd /usr/local/bin/memcached and update your question with the results.
As it says, you have to have the shared libevent library on the machine, and where the program can find it.
These instructions also details how to get & compile the event library, and then have it installed properly where it can be found. Depending on the platform, it may also be installable via the usual package manager.
