DD-WRT is a Linux router firmware specifically designed for routing purposes and to be use in routers.
It was never meant to be installed has an primary OS for your computer or as an application you can run out of it, even tough the tools that are used in it are open source and will run in any major Linux distribution.
Please see the list of supported devices here.
You can turn Ubuntu in to a router / firewall solution but that will consume time and you will probably have to learn a lot before you can learn how to use it as such. There are many distributions out there that already to that for you from which I can personally recommend
For an updated list of distributions that you could use to transform your computer in to a router / firewall solution there is also a Wikipedia page that has a lot of options for you.
In short: No, you cannot install DD-wrt in to your computer or even use it as an application inside Ubuntu.