You have to install missing dependencies (gflags).
Fedora/RHEL/CentOS: sudo yum install gflags-devel
Ubuntu: sudo apt-get install libgflags-dev
There are also instructions for other dependencies:
Fedora/RHEL/CentOS :http://caffe.berkeleyvision.org/install_yum.html
Ubuntu: http://caffe.berkeleyvision.org/install_apt.html
To install missing gflag dependencies
wget https://github.com/schuhschuh/gflags/archive/master.zip
unzip master.zip
cd gflags-master
mkdir build && cd build
export CXXFLAGS="-fPIC" && cmake .. && make VERBOSE=1
make
sudo make install