In order to compile our own software, we need to install the Command Line Tools from Apple. This package installs the command line developer tools, as well as OS X SDK frameworks and headers.
Alternatively, You could install Xcode — Apple's complete development environment for OS X. Xcode is available as a free download from the Mac App Store.
Once you have the Command Line Tools installed, you are ready to begin installing your own custom built packages. To proceed, launch Terminal from Applications ➤ Utilities.