linux programminh help

I have to use linux (Fedora 16/17) at school, and I can compile my program like this:
g++ test.cpp -lSDL -lSDL_image -lSDL_ttf -o test

and If I do:
./test

I get some bash error and permission denied, even if do the su root command. I believe all the libraries are installed, this is what I put into console earlier:
yum install gcc gcc-c++ SDL-devel SDL_mixer-devel SDL_image-devel SDL_ttf-devel


Is that's something that I am doing wrong? Also, the thing I don't like about this is unlike windows where I can just have some of the .dll's with the program, I can't seem to do that on linux to make it easier for people to use. Any of you know something that I can do to have the game easily launchable in linux just by clicking it? Thanks

>>13
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analogy:
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