I'm not editing my post so it can be helpfull for others who are seeking help. I managed to find a command which finds and installs the libraries, which is called "getlibs". I managed to narrow the problem a bit. Here's my ldd penumbra.bin :
linux-gate.so.1 => (0xffffe000)
libvorbisfile.so.3 => /usr/lib32/libvorbisfile.so.3 (0xf7f37000)
libfltk.so.1.1 => /usr/lib32/libfltk.so.1.1 (0xf7e9a000)
libSDL-1.2.so.0 => /usr/lib32/libSDL-1.2.so.0 (0xf7e02000)
libSDL_ttf-2.0.so.0 => /usr/lib32/libSDL_ttf-2.0.so.0 (0xf7dfd000)
libSDL_image-1.2.so.0 => /usr/lib32/libSDL_image-1.2.so.0 (0xf7de2000)
libGL.so.1 => /usr/lib32/libGL.so.1 (0xf7d82000)
libGLU.so.1 => /usr/lib32/libGLU.so.1 (0xf7d02000)
libCg.so => not found
libCgGL.so => not found
libopenal.so.0 => /usr/lib32/libopenal.so.0 (0xf7cc6000)
libalut.so.0 => /usr/lib32/libalut.so.0 (0xf7cbf000)
libstdc++.so.6 => /usr/lib32/libstdc++.so.6 (0xf7bd5000)
libm.so.6 => /lib32/libm.so.6 (0xf7bae000)
libgcc_s.so.1 => /usr/lib32/libgcc_s.so.1 (0xf7ba1000)
libc.so.6 => /lib32/libc.so.6 (0xf7a60000)
libpthread.so.0 => /lib32/libpthread.so.0 (0xf7a49000)
libvorbis.so.0 => /usr/lib32/libvorbis.so.0 (0xf7a21000)
libXft.so.2 => /usr/lib32/libXft.so.2 (0xf7a0f000)
libXinerama.so.1 => /usr/lib32/libXinerama.so.1 (0xf7a0c000)
libXext.so.6 => /usr/lib32/libXext.so.6 (0xf79fd000)
libX11.so.6 => /usr/lib32/libX11.so.6 (0xf790c000)
libasound.so.2 => /usr/lib32/libasound.so.2 (0xf7847000)
libartsc.so.0 => /usr/lib32/libartsc.so.0 (0xf7841000)
libgmodule-2.0.so.0 => /usr/lib32/libgmodule-2.0.so.0 (0xf783e000)
libdl.so.2 => /lib32/libdl.so.2 (0xf7839000)
libgthread-2.0.so.0 => /usr/lib32/libgthread-2.0.so.0 (0xf7834000)
libglib-2.0.so.0 => /usr/lib32/libglib-2.0.so.0 (0xf779f000)
libesd.so.0 => /usr/lib32/libesd.so.0 (0xf7795000)
libaudiofile.so.0 => /usr/lib32/libaudiofile.so.0 (0xf7773000)
libaudio.so.2 => /usr/lib32/libaudio.so.2 (0xf775d000)
libXt.so.6 => /usr/lib32/libXt.so.6 (0xf770c000)
libdirectfb-0.9.so.25 => /usr/lib32/libdirectfb-0.9.so.25 (0xf76b4000)
libfusion-0.9.so.25 => /usr/lib32/libfusion-0.9.so.25 (0xf76ae000)
libdirect-0.9.so.25 => /usr/lib32/libdirect-0.9.so.25 (0xf769f000)
libaa.so.1 => /usr/lib32/libaa.so.1 (0xf7685000)
libfreetype.so.6 => /usr/lib32/libfreetype.so.6 (0xf761b000)
libz.so.1 => /usr/lib32/libz.so.1 (0xf7606000)
libpng12.so.0 => /usr/lib32/libpng12.so.0 (0xf75e3000)
libXxf86vm.so.1 => /usr/lib32/libXxf86vm.so.1 (0xf75de000)
libdrm.so.2 => /usr/lib32/libdrm.so.2 (0xf75d5000)
/lib/ld-linux.so.2 (0xf7f50000)
libogg.so.0 => /usr/lib32/libogg.so.0 (0xf75d0000)
libfontconfig.so.1 => /usr/lib32/libfontconfig.so.1 (0xf75a4000)
libXrender.so.1 => /usr/lib32/libXrender.so.1 (0xf759c000)
libXau.so.6 => /usr/lib32/libXau.so.6 (0xf7599000)
libXdmcp.so.6 => /usr/lib32/libXdmcp.so.6 (0xf7594000)
librt.so.1 => /lib32/librt.so.1 (0xf758b000)
libSM.so.6 => /usr/lib32/libSM.so.6 (0xf7581000)
libICE.so.6 => /usr/lib32/libICE.so.6 (0xf7569000)
libncurses.so.5 => /lib32/libncurses.so.5 (0xf7526000)
libslang.so.2 => /lib32/libslang.so.2 (0xf7467000)
libgpm.so.1 => /usr/lib32/libgpm.so.1 (0xf7461000)
libexpat.so.1 => /usr/lib32/libexpat.so.1 (0xf7440000)
So only 2 libs are missing now. Still searching to find out how to install these 2 libraries..
Thanks in advance ! (i can give the link of how-to "getlibs" if it isn't against forum-policy)