Compiling EDB is generally quite simple. The only dependancy that EDB has is QT 4.2 or greater. Many distributions already have packages that satisify this.
Once you have QT installed, it is as simple as
$ qmake $ make
This will build the debugger along with all plugins I have written. On certain systems your qmake make be named slightly differently, I've noticed that the Fedora Core rpms name it qmake-qt4.
If you are planning on doing a make install, you likely want to specify the default plugin path, here's how you would do that.
$ qmake -makefile DEFAULT_PLUGIN_PATH="/usr/lib/edb/" $ make
For installation information, see installing