Best, for the use of the wrapper classes you take a look at the TSP example in the example/TSP subdirectory in your SCIP directory. There, the HeurFrats.* files will probably help you understand how the C++ wrappers are use, here for a heuristic.
For your make problems, if you again adapt the TSP example, what you need to do is, change the MAINOBJ files in the example Makefile. In your case, MAINOBJ = example.o should be sufficient. Therefor, you need to put your example.cpp into the subdirectory called src. This should be the way to adapt an example, and you do not need to change any other thing in such a Makefile. Afterwards you can compile with
make
or
make OPT=dbg
which compiles your source in debug mode and should enable additional checks.
In your specific example above the include paths of the necessary headers are missing, you might be able to compile by:
g++ -Ipathtoscip/src -Wall example.cpp