tar xvf rocksdb-3.8.tar.gz && cd rocksdb-rocksdb-3.8 && make static_lib
```
From here, you probably want to ```sudo make install``` to copy the library to the system library directory. If you don't want to, or cannot due to your system's security policy, there are many other ways to load a library. One quick and dirty method that may work on linux and OSX is to invoke your code from your project's root directory like so: ```LD_PRELOAD=/path/to/librocksdb.a cargo run```