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Linux and the package management systems
You have to know that in linux usually you don't come around to sites and download installers/packages, unless you don't want the latest-bleeding-edge version. So if you want a piece of software, you ususally rely on the package management system of your distro.
A package management system is a structure with which your system installs and keeps track of installed software.
On debian-based linux distributions (distros), the main package tool is apt.
apt-get is the client application interfacing to the package server (or repository) on which all the packages are stored.
To install a package from repository, you digit
apt-get in the terminal, followed by a command and the names of the packages you wish to install.
apt-get is run from the command line, but there are also graphical tools (like synaptic)
Installing development packages
A development package is a library (of source code) needed to succesfully compile into binary form (executable) other packages.
Development packages are usually distinguishable for a -dev or -devel suffix in their name.
For instance, in Ubuntu, dev packages for tcl 8.5 and tk 8.5 (needed to compile aMSN from SVN) are called tcl8.4dev and tk8.4dev.
apt-get downloads and installs all the build dependencies of the given packages, i.e. all the libraries needed to succesfully ./configure