Ocaml_plugin : how to run the hello_world example?

I wanted to try the hello_world example but it seems that I am not able to make it work.

I built it with the default make command and I tried to run the example following the comments in the hellow_world/bin/run.ml

~> rlwrap _build/default/bin/run.exe 
Cannot build embed loader: This executable does not have an embedded archive, although this is 
required when using [Ocaml_plugin].  A likely cause is that the build of the binary is missing the step 
involving [ocaml_embed_compiler].use run_standalone.exe (cf build.sh) instead          
~> cd _build/default/bin                                                                                                                                     
~> rlwrap ./run.exe
Cannot build embed loader: This executable does not have an embedded archive, although this is 
required when using [Ocaml_plugin].  A likely cause is that the build of the binary is missing the step 
involving [ocaml_embed_compiler].use run_standalone.exe (cf build.sh) instead