The book you're reading is out of date wrt to the current version of the UVM - that's the problem with books. It was written for UVM 1.0EA which was basically OVM with the O's changed to U's, UVM has moved on since then.
One of the things that changed is that the UVM uses a DPI package now, that is why you are getting the error.
If you compile using the following lines with Questa 10.0c, the example will work:
vlog -64 hello.sv
This is because if you compile your own UVM package, Questa will assume that you have compiled your own version of the DPI to go with the UVM package you are using.
Please see http://verificationacademy.com/uvm-ovm for more up to date information on how to use and apply the UVM.