dependency ‘Cairo’ is not available for package ‘ComplexHeatmap’ on Ubuntu 20.04 LTS
You are probably do not want to read the messages which are shown during compilation. The Cairo package also requires X11/Intrinsic.h from libxt-dev package.
For Ubuntu 20.04 LTS with R 4.1 use commands below to install needed build-dependencies:
sudo apt-get install libcairo2-dev libxt-dev
and then retry.