I tried to make .o files using llvm-g++.
KLEE operates on bitcode files not native object files. In the image I
can't see the --emit-llvm flag being used did you forget to add it?
it finished like this. (showing "'main' function not found in module." message when I just run the output file)
check your bitcode file with
$ llvm-dis your_file.bc
it will output "your_file.ll". This will show you the LLVM assembly,
check if main is present.