Missing Header Files in Linux Ubuntu

*** INSTALLATION FAILED!
??? Kernel sources or kernel headers directory not found. Please install the corresponding package first.
root@ubuntu:~/Downloads/usb-redirector-linux-arm# ^C
root@ubuntu:~/Downloads/usb-redirector-linux-arm#

the above is what shown in linux ubuntu.
is there a way to add in the header files in?

you don't need linux headers for arduino but you never actually said what you were trying to do... compile? Install the arduino IDE? How? From the software center or arduino.cc?