Source tarballs needed to build the SP are available from the Shibboleth download site; for the SP, get the following:
- log4cpp
- opensaml
- shibboleth-sp
- xerces-c
You also need to download xml-security-c (do not use version 1.3.x; it has a bug causing things to break when signed assertions are enabled). You may also need to download and install libcurl, if a suitable version is not already installed on your system.
The build notes on the Shibboleth wiki page are basically correct. Remember to replace the example prefix (/opt/shibboleth-sp) with your intended destination for each configure command; the default prefix is /usr/local. Note that the xerces-c build system is slightly non-standard; remember to set the XERCESCROOT variable as noted, and cd down to its src/xercesc directory to run its runConfigure script. Otherwise, things are pretty standard -- "./configure <options>", "make", "make install" for the listed packages. For shibboleth itself, you must specify the correct Apache version (1.3, 2.0, or 2.2) via configure options; for example, for Apache 2.2, use --enable-apache-22 --with-apxs22=<path_to_apxs>.
Also see the Shibboleth install notes for Linux.