If binaries aren't pre-built, compiling it yourself is not particularly difficult (assuming it's a decent repo that's well-maintained).

• Readme often has a list of dependencies and basic instructions. On linux, build steps might look something like make && sudo make install, possibly with a ./configure thrown in beforehand. You can, of course, run configure where present with a help flag to see all available options, and change them as you like, but many programs 'just work' with the default options on a variety of platforms.

• Before that, you have to install the dependencies. Often, it's a copy/paste command in the readme, and on Debian might look like sudo apt install libsomething libsomethingelse libsomethingelse - the overwhelming majority of the time, that gives you the correct versions (may be part of package name)

• Otherwise, you can make several times, and if you read the errors, it will often tell you what's missing and you can iterate through the deps that way.

• I don't suggest building the dependencies initially. It might be necessary (If memory serves, you still need to drop the PCRE library source in a specific place for Nginx to find, for instance, but the build process also builds that). It's usually not necessary, and if you delve too far down it can be a frustrating experience.

I'm not in the habit of building for windows, as the only computer I run it on is my work computer, but there may be instructions for that in readme as well. If the dependency installs fail, you'll have to search your distro's package manager to find the correct name of the package on your distro, but once it's present you should be able to proceed from there without problems (in well-maintained projects)

If it doesn't build, you can always open an issue on the GitHub - there are no stupid questions, particularly if you search issues/closed issues first for keywords in the errors you see. The vast majority of projects are run by decent people who respond reasonably and/or some community member will jump in with an answer.

For some languages, the build steps look very different - Maven projects in Java come to mind. I don't love that tool, but it's less evil than some of the alternatives. OTOH, if it's rust, the build steps are very quick and painless - including installing Rust in the first place.