On Linux:
$ autoreconf -fi
$ ./configure --disable-flarq
$ make
$ src/dl-fldigi --hab

For ubuntu more information can be found: http://ukhas.org.uk/projects:dl-fldigi:build-ubuntu

On OS X:
$ ln -s /opt/local/share/aclocal/pkg.m4 ~/dl-fldigi/m4/
$ autoreconf -fi
$ ./configure --disable-flarq
$ make
$ src/dl-fldigi --hab
$ cp src/dl-fldgi-3.20.16/* /Applications/ 
To create an appbundle
$make appbundle

On Windows:
To build dl-fldigi you will need to cross compile from linux - the build scripts
can be found here: http://github.com/danielrichman/dl-fldigi-windows-build