For the moment Duke compiles on Linux and OSX. The Windows version is untested and will probably not compile.
Duke is known to compile on GCC 4.8 / clang 3.4 or later.
First, open the Travis-CI configuration and look for the apt-get line, make sure your system has those dependencies.
On Linux/OSX the build is fully automatic : dependencies will be fetched and compiled as needed. This may take a long time so consider using make -j option to speed up the build.
To compile duke
make
To publish duke and its dependencies in a 'dist' folder
make dist
To create a ready to use archive
make package
If you need to build, distribute or package a debug version just set the DEBUG environment variable beforehand. eg :
DEBUG=1 make dist