if you want to build from git - install autotools, and run ./autogen.sh
after doing that, or if you have botstrapped tarball, just run ./configure && make && make install

full list of dependencies:
    libsamplerate: REQUIRED dependency, does high quality resampling
    gtk+-2.0 >= 2.12 (+ gthread, + glib): GTK+ 2.0 user interface
    alsa-lib: ALSA support
    libvorbis: for ogg vorbis plugin
    libcurl >= 7.10: for last.fm, vfs_curl (shoutcast/icecast), artwork plugins
    libmad: for mp3 plugin (mpeg1,2 layers1,2,3)
    libFLAC: for flac plugin
    wavpack: for wavpack plugin
    libsndfile: for sndfile plugin
    libcdio + libcddb: for cd audio plugin
    ffmpeg (libavcodec + libavformat): for ffmpeg plugin
    xlib: for global hotkeys
    dbus: for notification daemon support (OSD current song notifications)
    pulseaudio: for PulseAudio output plugin

actual package names for your Linux distribution may vary.

