jiiiiim,
My assumption is that you're looking to compile from the source, so that is what I'll base these instructions on.
First, download the source tarball and extract it to your home directory:
tar xjf odamex-src-0.6.1.tar.bz2
Then you'll need to make sure you have all the appropriate packages needed to compile:
sudo apt-get install g++ make cmake libsdl1.2-dev libsdl-mixer1.2-dev libwxgtk2.8-dev libportmidi-dev
Now you need to generate the Makefile for Odamex:
cd odamex-src-0.6.1
mkdir build
cd build
cmake ..
Finally, you can compile:
make && sudo make install