All examples list some constructors, but you man not only uncomment them, but also you need to provide the correct pin numbers.
For the constructors, see this page: https://code.google.com/p/u8glib/wiki/device
For the ST7565 there are several constructors listed. You may need to check them one by one. Howver all of them will display at least something as soon as your wiring is correct.
For example, use this:
U8GLIB_LM6063 u8g(sck, mosi, cs, a0, reset])
sck, mosi, cs and a0 are the pin numbers of your arduino board where you did connect the corresponding input of your display.
reset is optional (but recommended).
ok, i checked the datasheet, the actual names for your display are:
U8GLIB_LM6063 u8g(scl, si, cs, a0, reset])