If you are installing the application from source, you may need to first install the kernel headers, which will then let you compile against them. You can do this by opening Terminal and typing this:
sudo apt install linux-headers-$(uname -r)
You may also need some additional packages installed that can be referenced by the application. Based on this AskUbuntu answer, these are required:
sudo apt install cmake clang bison flex libfuse-dev libudev-dev pkg-config libc6-dev-i386 \
linux-headers-generic gcc-multilib libcairo2-dev libgl1-mesa-dev libglu1-mesa-dev libtiff5-dev \
libfreetype6-dev git libelf-dev libxml2-dev libegl1-mesa-dev libfontconfig1-dev libbsd-dev \
libxrandr-dev libxcursor-dev libgif-dev libavutil-dev libpulse-dev libavformat-dev libavcodec-dev \
libavresample-dev libdbus-1-dev libxkbfile-dev libssl-dev
Once installed, you should be able to install the application 👍🏻