Q: I've a directory with examples and I want build all of them easily?

R:

  You can use an .itarget file listing all products that you want.

  $ cat examples.itarget
  examples/a.byte
  examples/b.byte

  $ ocamlbuild examples.otarget

  You can also have a dynamic rule that read the examples directory:

  $ cat myocamlbuild.ml
  open Ocamlbuild_plugin;;

  dispatch begin function
    | After_rules ->
        let examples =
          Array.fold_right begin fun f acc ->
            if Pathname.get_extension f = "ml" then
              ("examples" / Pathname.update_extension "byte" f) :: acc
            else
              acc
          end (Pathname.readdir "examples") []
        in
        rule "All examples"
          ~prod:"examples.otarget"
          ~deps:examples
          (fun _ _ -> Command.Nop)
    | _ -> ()
  end

  $ ocamlbuild examples.otarget