The other day I was lookiny at a software site that had packages for Windows and Ubuntu. They said others must compile from sourse. There was a link to github and there it was. Ihad no idea what to do next.
Can't help you compile source code but to use github I recommend downloading Git and going through the lessons at http://gitimmersion.com to learn how to use it.
That can be a really complicated question there.
MOST-ish times, you can clone from git in BASH cli using git clone git://github.com/example/blahblaahh.git
Then, MOST-ish repositories will require you to 'configure' it using a configure script./configure but only if it has a configure script.
Then, MOST-ish will requiremake
Thenmake install You might have to sudo make install.
But this is only MOST-ish, based on my experiences. This doesn't always work, and can fail for any number of reasons. Because packages and kernel patches differ from distro to distro, compiling from source can be a time consuming and difficult task for a beginner. Here's a link to a slightly more in-depth explanation on the process.
I can maybe help a little more if you link me to what you're trying to install.