Any tutorial for embedding Clang as script interpreter into C++ Code?

I think here's what exactly you described.

http://root.cern.ch/drupal/content/cling

I don't know of any tutorial, but there is an example C interpreter in the Clang source that might be helpful. You can find it here: http://llvm.org/viewvc/llvm-project/cfe/trunk/examples/clang-interpreter/

You probably won't have much of a choice of syntax for your scripting language if you go this route. Clang only parses C, C++, and Objective C. If you want any variations, you may have your work cut out for you.