Have you downloaded the additional libraries listed in the example sketch?
// Download these into your Sketches/libraries/ folder...
// CmdMessenger library available from https://github.com/dreamcat4/cmdmessenger
#include <CmdMessenger.h>
// Base64 library available from https://github.com/adamvr/arduino-base64
#include <Base64.h>
// Streaming4 library available from http://arduiniana.org/libraries/streaming/
#include <Streaming.h>
/Documents/Arduino/hardware/libraries/CmdMessenger/CmdMessengerExample/CmdMessengerExample.pde
That is the location for the IDE distribution standard libraries. Third party libraries should be stored in the libraries sub-directory of your sketchbook directory.