Under Debian / Ubuntu the commands needed to compile sssd are :
I'm curently working on this, and you may have to download all libraries needed for compilation. I found a page in the wiki of Samba which may help you to find most of them (I'm suspecting the page to be outdated and some dependencies may be missing for the bleeding edge version).
Also take note the package names are for an other distro, so you will have to adapt them (usually the word devel becomes dev).
I'd like to find a up to date list on these dependencies on the official documentation, as I think it is missing (at least I did not found it)