But can it compile "Hello, World" example from its own README.md?
Most people think they are more capable than they actually are.
From https://news.ycombinator.com/item?id=46920922 discussion.
Yes, that is the case for pretty much every compiler. I suppose you could build the headers into the binary, but nobody does that.
If you copy the clang binary to a random place in your filesystem, it will fail to compile programs that include standard headers.