Checkout the clam-test-data repository at any directory
 $ svn co https://clam-project.org/clam_data/trunk clam-test-data

And compile with 
 $ scons test_data_path=path/to/clam-test-data clam_prefix=/usr/local or clam_prefix=~/local

You need to install libcppunit. In Ubuntu: 
 $ sudo apt-get install libcppunit-dev