If YOU don't know where the library file is, then you can use locate or find to find it on your system:
locate uses a database that is updated regularly (once every day, or so). Just type:
locate libmysqlclient.so
But if you have recently added the file, or if you don't trust the database, then you could use find:
find / -name 'libmysqlclient.so'
This will probably take a while. Possibly long enough to go get another cup of tea.
When you have found your library, use flag -L with ld to include the path to your library in ld's search path.
Regards
Martin