First, it's advisable to get the sources for an application from a trusted source (such as
the authors site), which can usually be found via sites like
freshmeat.net.
Second, did you check whether Ubuntu already has it in it's repository?
Third, if you have to install it from source, make sure that all dependencies are met. In your case, I'd guess that the development packages for thunar-vfs and gtk+2.0 are missing.