you can download source as well as compile and install it just as well on ubuntu as any other distro. there are, however, several prerequisites necessary to do this (compilers, headers, etc) which are not installed on a vanilla Ubuntu system. Generally it is for this reason that people generally just get things from the package management system, it handles prerequisites, installation, basic configuration for you. it is much easier and faster. there are advantages to compiling something specifically for your system, but a faster install and simple configuration, maintenance, upgrades, are rarely among them.