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I have never heard of this tool and suggest you follow the Kernel Team documentation for building a kernel from source. Installing kernel-headers never hurts and is required for any build from source driver provided by a dkms package.
You need the linux headers when you plan to develop and compile on the machine where you've installed Ubuntu. If you build an appliance dedicated to a specific task, you are certainly not willing to compile on it. If you need to compile your own application, you will do this on an different system. A development one and copy the compiled code to the ...
The make command itself does not search for libraries or header files - instead it looks for a Makefile in the current directory (unless an alternative file is specified on the command line using the -f option) and executes the instructions inside. Those are usually instructions to specific compilers such as gcc and/or g++. The Makefile may add search paths ...
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