jocl can be challenging to build, but if you follow the documentation it is fairly simple. Particularly, you need to build JOGL first, and and you need to put jogl, gluegen, and jocl in the correct directory structure.
See here:
http://jogamp.org/jocl/doc/HowToBuild.htmlthose errors are related to the JNI stuff, are you using the supplied ant script?