I'm guessing that if you're using a tool like the KlassModeler then you don't need me to tell you how to compile a project. I use KDevelop to build under Linux and Visual C++.net to build in Windows. You'll need to have a copy of wxWindows v2.4.0 in order to compile it. Please note that if you want to build it on a Linux command line it has a non-standard build. Check out the QA section.
If you have any problems or if you would like some help with the compilation, definitely feel free to get in touch with me at james@wells.net
If you grab a binary release then you should just be able to unzip it somewhere and run it. For the Windows release I've included some extra dlls (C and C++ runtime) that are needed to make it run. If you already have these on your machine then feel free to delete the ones I send. They are just the standard Microsoft ones that came with my copy of Visual C++.net. For the Linux release I've only included the files to run the executable, you'll have to get a copy of wxWindows to run it.