@ahmed_elshreif Your OpenIGTLink build succeeded as evident by the following:
Build succeeded.
0 Warning(s)
0 Error(s)
igtlSocketTest.cxx is currently commented out from the OpenIGTLinkTesting project. Someone had a similar issue and the developer that previously spent a lot of time on the project responded here. As you have noticed the build instructions are not completely up-to-date, however you have built the project successfully.