This isn't actually a Varnish problem, it's most likely just your system not having an up-to-date linker to point to your correct modules.
You'll see this when trying to run varnishhist or varnishtop:
# varnishhist varnishhist: error while loading shared libraries: libvarnishapi.so.1: cannot open shared object file: No such file or directory
It's usually as simple as running ldconfig:
If you have Varnish installed in some obscure location, you may have to add that location manually first.
# ldconfig -n /usr/local/lib/
If that still doesn't work, make sure you installed it correctly with the correct packages as dependency (Varnish won't tell you these have been missed during configure & make).
# apt-get install libpcre3-dev libncurses3-dev automake autoconf libtool
And don't forget to run 'make clean' before you try to reconfigure.