How to build c++ gretl library in Linux like Ubuntu with documented library dependencies
As root in a terminal:
apt-get install gcc autoconf automake1.9 libtool flex bison gcc-doc \
libc6-dev libc-dev gfortran gettext pkgconfig
apt-get build-dep gretl
You will need to install other undocumented dependencies libcurl and a few others:
apt-get install libcurl3-dev
 apt-get install gtksourceview2-devel
From Gretl PDF on pg 327:
cvs -d:pserver:anonymous@gretl.cvs.sourceforge.net:/cvsroot/gretl login
cvs -z3 -d:pserver:anonymous@gretl.cvs.sourceforge.net:/cvsroot/gretl co -P gretl
cvs update -d -P
Follow other instructions with usual:
./configure
make
make install
Update: A better option is to use Cygwin on WIndows to avoid all the stupid permissioning  Linux forces upon you.
NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!