The Irrlicht Engine is a static lib under linux. A precomipled version can be
found in \lib\Linux. 

If you wish to compile the engine in linux yourself, unzip the file source.zip
file in the \source directory. Run a 'make' in the now existing new subfolder 'Irrlicht'.
After this, you should be able to make all example applications in \examples.
Then just start an X Server and run them, from the directory where they are.
