What are the steps to link to OpenMP with Intel C++ compiler? Does Intel compiler ship with its own OpenMP library or should I link to libgom?
It comes with its own implementation apparently. You don't need to specify additional libraries as long as you compile with the -openmp flag.
$ icc -openmp t.c
$ ldd ./a.out 
    ...
    libiomp5.so => /opt/intel/Compiler/11.1/072/lib/intel64/libiomp5.so (0x00007fd8e7ac6000)
    ...
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