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There are no downloads available yet, but feel free to check out the CVS version of libnn:

cvs -d:pserver:anonymous@cvs.libnn.sf.net:/cvsroot/libnn login
(empty password)

cvs -d:pserver:anonymous@cvs.libnn.sf.net:/cvsroot/libnn co libnn

You can build the whole library using

make clean install

To change the list of training methods that will be compiled into the library, edit the main makefile.
This will result in an ELF object file called libnn.o; you can now link together your file and the libnn.o. Therefore, your code file must include the libnn's include/libnn.h and use the math library (needed by the libnn.o):

gcc -lm -o mynet mynet.c libnn/libnn.o

Have a lot of fun!