By default, Ubuntu versions do not come with the compiler tools installed for C and C++ and such. That's because it's not a small request to get all the build libraries installed - it takes up a not insignificant portion of space on disk.
To get the GCC and standard libs, that's a single task - in command line run:
sudo apt install build-essential
This installs GCC, G++, all the standard C libs, etc.
GDK is actually part of the GTK libraries - it's a low level library but it's part of the GTK libraries. You install libgdk with this:
sudo apt install libgtk-3-dev
Now, ALSA may be harder to get working. I'm not 100% fluent in the ALSA libraries, but in theory running sudo apt install libasound2-dev should get you the ALSA libraries you need.
Once you're done, follow whatever README instructions exist for compiling the software you want to compile.