The file "follow-segment.h" belongs to the 3pi-mazesolver example that is already provided for you - the source file you are attempting to run is meant to be a replacement for "maze-solver.c".
If you are on a Windows machine, the missing files can be found in C:\libpololu-avr\examples\atmega328p\3pi-mazesolver. What I recommend is first copying this directory, and then replacing the "maze-solver.c" file with the one provided by moatasa. After doing so, you should be able to run the example without difficulties.
Also, if you have questions or need further clarification, feel free to start a new thread, rather than posting in one that is really meant for videos.