PostgreSQL EXCLUDE USING error: Data type integer has no default operator class
Install the additional module btree_gist as is mentioned in the manual at the location you linked to:


  You can use the btree_gist extension to define exclusion constraints
  on plain scalar data types, which can then be combined with range
  exclusions for maximum flexibility. For example, after btree_gist is
  installed, the following constraint will reject overlapping ranges
  only if the meeting room numbers are equal:


In modern PostgreSQL you only need to run (once per database):

CREATE EXTENSION btree_gist;


You need to have the "contrib" package installed in your OS first. Details depend on your OS and the software repository used. For the Debian family it's typically postgresql-contrib-9.2 (for Postgres 9.2). Or just postgresql-contrib for the Red Hat family. Consider this related answer on SO:


Error when creating unaccent extension on PostgreSQL