This page gives links to various ways to compile from source - devx for your pup needs to be installed.

http://murga-linux.com/puppy/viewtopic.php?t=70479 Puppyluvr's Developer Tools Gui
Amigo's src2pkg: http://distro.ibiblio.org/amigolinux/download/src2pkg/
Threads: http://murga-linux.com/puppy/viewtopic.php?search_id=184180531&t=93000
http://murga-linux.com/puppy/viewtopic.php?search_id=184180531&t=88335
http://murga-linux.com/puppy/viewtopic.php?search_id=184180531&t=88334
http://murga-linux.com/puppy/viewtopic.php?search_id=184180531&t=76050

How do I Compile Anything??
http://murga-linux.com/puppy/viewtopic.php?search_id=184180531&t=72120

Technosaurus's Packaging Write up: http://www.murga-linux.com/puppy/viewtopic.php?t=35507

Tman's Buildpet: http://murga-linux.com/puppy/viewtopic.php?search_id=184180531&t=81056

How to compile & install an application, with pictures: http://murga-linux.com/puppy/viewtopic.php?search_id=184180531&t=94701
Big Bass's gui_src2pkg: http://murga-linux.com/puppy/viewtopic.php?search_id=184180531&t=70799