I'm trying to build the SDL library from the  source code. I've downloaded the compressed file (i.e. SDL2-2.0.3.tar.gz) and extracted it. I don't want to install the files in /usr/local. According to this link, I need to change the configure 
The last command says "sudo" so we can write it to /usr/local (by default). You can change this to a different location with the --prefix option to the configure script. In fact, there are a LOT of good options you can use with configure! Be sure to check out its --help option for details.
This is what I've done.
mkdir build
cd build
../configure
make
sudo make install
In install folder that I've created are the following files 
share 
lib
include 
bin
Now I would like to run the test files. I've picked this testatomic.c and this is the command line 
gcc testatomic.c -o test -I/home/xxxx/Desktop/SDL2-2.0.3/install/include/SDL2 -L/home/xxxx/Desktop/SDL2-2.0.3/install/lib -lSDL2 -lSDL2main
I get this error
error while loading shared libraries: libSDL2-2.0.so.0: cannot open shared object file: No such file or directory
In lib, these are the files 

Where is the shared object file?
You're getting error when running resulting program because system's dynamic linker cannot find required library. Program requires libSDL2-2.0.so.0, linker looks for it in system-defined directories (/lib, /usr/lib, ..., - defined in /etc/ld.so.conf), but finds none - hence an error.
To inform linker where you want it to look for libraries, you can define LD_LIBRARY_PATH environment variable, e.g. in your case:
export LD_LIBRARY_PATH="$HOME/Desktop/SDL2-2.0.3/install/lib"
./test
Other ways is installing libraries in standard location, defining LD_LIBRARY_PATH in your .bashrc (or whatever shell you use), or using rpath, e.g. adding -Wl,-rpath=$HOME/Desktop/SDL2-2.0.3/install/lib at the end of your compilation line.
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