First, install the dependency. You can use go get
$ go get github.com/russellhaering/goxmldsig
$ go run golang/xmldsignverify.go
Or, on Ubuntu, apt-get
$ sudo apt-get install golang-go golang-github-russellhaering-goxmldsig-dev
$ GOPATH=/usr/share/gocode/ go run golang/xmldsignverify.go