Eh, I figured out that I was lacking the correct permissions, and now I have to install SDL. This is why Linux isn't as popular as it should be.
Hello, 99% of Linux users do not need to compile anything today. In the past we needed to compile our kernel and then guides like what you have seen were very useful. In my opinion the problem is not Windows or another OS, the problem is to learn to make software and compile it.
If you want to compile software nowadays in a Debian/Ubuntu machine, you need to install build-essential.
About the packages of SDL, for playing a game you will need SDL packages that are already in the system. But, for compiling a game you will need sdl-dev packages. Eg, in your system I'm sure you have installed:
to play some games,
but if you need to compile them you will need: libsdl-mixer1.2-dev
Usually a software tells you which packages you need to compile. The permissions are need in the installation of these packages and the "make install" command.
If you just want to play IVAN for Linux I have succeded doing this in a 32 bits machine:
and in a 64 bits machine I have done this: