Follow instructions here.
One thing that caught me off guard is that it will be installed in /usr/local/helib_pack/. To get it to install in /usr/local/, set PACKAGE_DIR=/usr/local/
Don't forget to:
export LD_LIBRARY_PATH=$LD_LIBRARY_PATH:/usr/local/lib
Then compile:
g++ BGV_country_db_lookup.cpp -l helib -l ntl
The code is adapted from here.