I followed a guide that was linked here on the official site. Only I downlaoded the latest source as the svn link was no good.
Installed scoons, installed essential build.

sudo scons INSTALL:

Code:
...
scons: done reading SConscript files.
scons: Building targets ...
scons: Nothing to be done for `INSTALL'.
scons: done building targets.
So seems to me something was built. But I cannot seem to find it, or figure out how to run it. Whereis gfceux results in nothing.