You will need to scroll to the bottom of the page and see the source archive under "Download network-manager-applet." The three files listed are typically used by scripts used to build *.deb archives optimized for Ubuntu. However, we are only interested in the (non-optimized) source code, which is typically a tar.gz or a tar.bz2 file. Nowadays tar.xz is becoming more popular, and that is the case here.
So you will need to download network-manager-applet_0.9.4.1.orig.tar.xz and extract it. xz files aren't handled by tar natively (in contrast to gz and bz2), so extracting it takes two steps:
tar -xf network-manager-applet_0.9.4.1.orig.tar
Then you can cd into the directory and run ./configure as described...
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