Whats the proper way to install Jhbuild?

Another way that I use personally is apt-file

sudo apt-get install apt-file
apt-file update

Now you can search the packages for the missing files, eg:

% apt-file search /usr/include/sasl/sasl.h
libsasl2-dev: /usr/include/sasl/sasl.h

therefore:

sudo apt-get install libsasl2-dev

Or another example

% apt-file search /usr/bin/cups-config
libcups2-dev: /usr/bin/cups-config

therefore

sudo apt-get install libcups2-dev

The last section of your log is the one that will help you to find the packages to install as debian packages are not (always) exactly named as stated in the error logs.

So you have to install:

I: No native package found for espeak (/usr/include/espeak/speak_lib.h)
I: No native package found for mpfr (/usr/include/mpfr.h)
I: No native package found for wireless-tools (/usr/include/wireless.h)
I: No native package found for cups (/usr/bin/cups-config)
I: No native package found for gpgme (/usr/bin/gpgme-config)
I: No native package found for ppp (/usr/include/pppd/pppd.h)
I: No native package found for libacl (/usr/include/sys/acl.h)
I: No native package found for krb5 (/usr/bin/krb5-config)
I: No native package found for file (/usr/include/magic.h)
I: No native package found for xmlto (/usr/bin/xmlto)
I: No native package found for cyrus-sasl (/usr/include/sasl/sasl.h)
I: No native package found for libtiff (/usr/include/tiff.h)

For example to find which package to install to get mpfr and /usr/include/mpfr.h, use the package contents search engine on packages.ubuntu.com

You'll immediately know which package to install, here sudo apt-get install libmpfr-dev:

In order to jhbuild build, most of the packages you'll have to install are packages ending with -dev, containing the missing header files. So it will be libespeak-dev instead of just espeak.

To automate things ..

Do a jhbuild sanitycheck, then

$ sudo apt-get install apt-file
$ sudo apt-file update
$ jhbuild sysdeps --install <module-name>

If no native package found..

apt-file update
apt-file search path/to/missing.file