You must link explicitly to opencl library, unless you build with the link flag.

Link library to OpenCL using cabal-install: cabal configure --flags="link" && cabal build

Link explicitly user created program when --flags="link" is not used to build the library: ghc -lamdocl64 --make opencl.hs ghc -lOpenCL --make opencl.hs

Some examples can be found in http://www.iki.fi/jekarl/codes/OpenCLWrappers/examples