build-essential
sudo apt-get install build-essential
Also, remember you answer sudo's request for a password if you are in the admin group, or the person who set up the system (in which you were put in group admin by default).
As to whether packages like this should be included in Ubuntu is yet another discussion for another time.
BTW, if you use thinks like linux2dos, you'll need that stuff, too, but what is nice about Ubuntu is running something like linux2dos if not already installed, produces a nice little messaging telling you how to install it.
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