I'm trying to compile a project with the NyARToolkit library following the instructions here.
It provides almost all the source code that you need, but not the EAGLView class that he is using. It gives a link that is redirected to a newer version of the GLSprite sample code, which no longer works with this example.
How do I fill in this missing class? Has anyone tried to compile the same project?
While that's an interesting example, I'd recommend you not base an application on it. The sample there uses the private CoreSurface framework for capturing video frames, which will probably break in the future and will not be allowed for applications submitted to the App Store.
I'd instead look at the VRToolKit example by Benjamin Loulier. It does the same thing as your linked example, but it uses the new AVFoundation camera capture methods in iOS 4.0. It also should be much easier to compile and get running (I just downloaded the project and it built fine on the latest SDK).
One thing to be aware of is that both of these application samples are based on the ARToolKit library, which is GPL. Therefore, anything derived from them must be GPL as well (they claim an MIT license in your linked sample, but I don't see how that can be the case). There is some debate as to whether the GPLv3 is even compatible with the App Store, but you certainly would need to make the source code to your own application available under it.