I've been on both sides of the fence, I remember being a frustrated student who couldn't get libraries, tools, etc. to work, and now I have some years of experience and know the ropes of working in a Linux environment. My best advice for people struggling is that if something feels difficult and painful, you're probably doing it wrong and should look for an easier way.

I remember I would bang my head against a wall trying to get Linux/Unix software to compile in Windows using cygwin, mingw, etc. and it was just a complete nightmare. However running a Linux virtual machine on Windows is drop dead easy--you can have one up in seconds with something like Vagrant. Much, much easier to get stuff working in a real Linux environment.

Once you're in a modern Linux environment if you're compiling software yourself, again you're probably doing it wrong. Check out your package manager and there's probably a compiled version already available. Is it too old? Look for someone else who's compiled it, or an experimental package source and try that next. Still can't find it? Ok download the source and give it a shot. If you have to do anything more than a typical './configure && make && sudo make install' step back and see if maybe you're doing something wrong.