To a base Fedora system you will have to install the development tools, the g++ compiler (in the gcc-c++ package; hard to find since 'yum search g++' doesn't find it), the SDL libraries, and bzip2 and zlib development packages:
sudo yum install gcc gcc-c++ SDL-devel SDL_mixer-devel bzip2-devel zlib-devel
/usr/bin/ld: cannot find -lz
Resolution: Need to install zlib-devel (see above)
Also "command not found" with sdl is related to the SDL libraries.