Download the archive gcompris-X.X.tar.gz then:
  tar -xvf gcompris-X.X.tar.gz
  cd gcompris-X.X
  sh configure
  Analyse, the errors, install the missing dependancies. Often you will have to install the -devel packages on your distribution. You will need SDL, SDL_Mixer, GTK, gnome-canvas, gnome-python, gnome-python-canvas)
  make
  make install