You are right, the bridge library doesn't compile. There is an Intel document listing "compliant" Arduino libraries (i.e. those actually working in Intel Galileo). I don't have that document at hand, I'll post if I find it. However, I'm curious about why you are trying to use a Yún example (the URL of the example you posted indicates "YunServer"). I think Yún is very different from Galileo Arduino - ArduinoBoardYun, and the bridge library seems to be focused on Yún Arduino - YunBridgeLibrary:
"The Arduino Yún has two processors on board. One is an ATmega32U4 like on the Arduino Leonardo. The other is an Atheros 9331, running Linux ... The Bridge library simplifies communication between the ATmega32U4 and the AR9331."
or maybe I'm losing something.
Replying to myself just to add that I found the so called "Supported Arduino libraries" in http://www.intel.la/content/www/xl/es/embedded/products/galileo/galileo-sw-release-notes.html, and bridge is not there