Nothing comes to my mind why he can't find libGL.so which is an openGL library. I'm currently going on holiday, so i can't help You within two weeks, although i am sure someone will do.
Just to be sure, you can try paste
Code:
echo "void main() {}" > test.c && gcc -lGL test.c && rm a.out
into your shell. If it won't work (which probably won't) you can wait here for answer, or go ask at general linux forum (such as
http://ubuntuforums.org/) describing that "above command outputs <paste error>".
Your linker can't find or recognize libGL.so (OpenGL library) while compiling Horde3D - that's basically your problem.
So, until someone will assist you properly, you can play with LD_FLAGS, reinstalling graphics drivers or i don't know. Just make guesses - it usually works.
I'm sorry that i can't help you as i would like to.
EDIT: oh, one more thing. Most problems can be solved by searching for error which you're getting. So, in this case it would be
http://www.google.pl/#q=%22%2Fusr%2Fbin%2Fld%3A%20cannot%20find%20-lGL%22 or
http://www.google.pl/#q=%22ERROR+OPENGL+not+found!%22