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The main aspect(s) I am struggling with, which do not seem to be covered in the book, is:

1) how to actually "Install the SDK" (i see this mentioned all over the internet and cannot seem to get a straight answer) such that I can '#include <OVR.h>' - the syntax suggesting the library must be installed and not statically linked as per '#include "OVR.h"'

2) once I have installed the SDK, how to actually build the project from the command line using g++ or similar. i.e. to replicate the first example (Listing 2.1)

I am hoping that you could please offer some advice on my two main issues above, or point me in the right direction about how to solve these issues for myself.
As I am a little lost right now and day after day goes by when I cant seem to progress past this point.

I have had no trouble following the Unity integration guide. However I would love to begin exploration of developing directly with the SDK.