Fixed compilation warnings in samples:

- use per-module includes instead of "opencv.hpp"
- unused function warnings
- undefined macro warning

samples/cpp/train_svmsgd.cpp

@@ -1,7 +1,8 @@
-#include <opencv2/opencv.hpp>
+#include "opencv2/core.hpp"
 #include "opencv2/video/tracking.hpp"
-#include "opencv2/imgproc/imgproc.hpp"
-#include "opencv2/highgui/highgui.hpp"
+#include "opencv2/imgproc.hpp"
+#include "opencv2/highgui.hpp"
+#include "opencv2/ml.hpp"
 
 using namespace cv;
 using namespace cv::ml;