You have an archive for compiling and avidemux is not the best to start learning how to compile.
You need to be connected to the internet then find Synaptic package manager in your menu system. Enter your password when prompted.
Click on the refresh button at the top to refresh the package list then look down the list for avidemux, right click & select mark for installation. You will get a dialog showing all the other required packages - ok this. I think that this also includes the gui (avidemux is commandline) but look out for avidemux-gtk+ or avidemux-qt These are the two alternative gui's.
When you have done all that click on the apply button and wait for the installations to complete.
screenshot of synaptic http://i.imgur.com/qZUEds2.jpg