MLX in C++ example (#1736)

* MLX in C++ example

* nits

* fix docs

examples/cmake_project/CMakeLists.txt

@@ -0,0 +1,22 @@
+cmake_minimum_required(VERSION 3.27)
+
+project(example LANGUAGES CXX)
+
+set(CMAKE_CXX_STANDARD 17)
+set(CMAKE_CXX_STANDARD_REQUIRED ON)
+
+# Comment the following two commands only the MLX C++ library is installed and
+# set(MLX_ROOT "/path/to/mlx") directly if needed.
+find_package(
+  Python 3.9
+  COMPONENTS Interpreter Development.Module
+  REQUIRED)
+execute_process(
+  COMMAND "${Python_EXECUTABLE}" -m mlx --cmake-dir
+  OUTPUT_STRIP_TRAILING_WHITESPACE
+  OUTPUT_VARIABLE MLX_ROOT)
+
+find_package(MLX CONFIG REQUIRED)
+
+add_executable(example example.cpp)
+target_link_libraries(example PRIVATE mlx)