From what I can see you made a .o file (
arduPi.o), not actually the arduPi program. This file is a library that you need to link into the compilation of whatever program you are building with that library. If you are trying to compile the test file
arduPi.cpp, you would need to do this like so:
g++ -lrt -lpthread arduPi.cpp arduPi.o -o arduPi
Once that is complete, you can do
I must say, the whole arduPi library and shield setup is marked as "Expert" level on the site you linked - if you do not understand the workings of the c++ compiler and how to link code libraries, it might make sense to read up on that first and get familiar before tackling the arduPi library.