Typically that happens because some development package has not been
installed. I don't have much experience with Ubuntu, but I regularly
have the same problem under Fedora. Under Fedora, I check which package
has the libary that's called for and then see if there is a -devel
version of that package. So far there has always been one, and
installing it resolves the problem. I think it even happened when I
compiled the argyll suite of programs. I think Ubuntu will work in much
the same way.
If you want to compile programs from source, you have to have many such
-devel packages installed on your system.
