Actually, not much troubleshooting can be done when compiling static or dynamic modules. The only problem that could arise is that the compiler will complain about missing definitions or something similar. In this case, make sure that all header files are available and that you specified their path correctly in the compilation command. To be sure that everything is located correctly, extract a clean PHP source tree and use the automatic build in the ext directory with the fresh files from the CD-ROM; this will guarantee a safe compilation environment. If this fails, try manual compilation.
PHP might also complain about missing functions in your module. (This shouldn't happen with the sample sources if you didn't modify them.) If the names of external functions you're trying to access from your module are misspelled, they'll remain as "unlinked symbols" in the symbol table. During dynamic loading and linkage by PHP, they won't resolve because of the typing errors - there are no corresponding symbols in the main binary. Look for incorrect declarations in your module file or incorrectly written external references. Note that this problem is specific to dynamic loadable modules; it doesn't occur with static modules. Errors in static modules show up at compile time.