Yeah, I was wrong about libjpeg (that'll teach me to only look at one of the missing symbols...) To link against a library, you need to add the library, which will have an extension of either .a or .dylib to the XCode project. XCode should take care of the rest.
Is this program that you're compiling designed for generic *nix operating systems? If so, you might want to follow the standard configure / make procedure.