That's a complex standard. I would think 'g++ theproggy.cpp' should be enough.
It's a cross-platform project which needs to access system APIs. For instance on Linux you need to install a number of required development packages for this. Similar details on other platforms.
Ok, but I am only interested in the web version.
The sample app loads HDR images, compiles and optimizes GLSL shaders, loads PNG textures, processes mesh data, has GUI controls, and more. You didn't even list half the dependencies—they're vendored under "third_party/"
The engine itself only has two external dependencies: STL (internal use only, not part of the APIs) and robin-map. The (optional) Vulkan backend adds a third one: vkmemalloc.
The host tools (material compiler, etc.) do have more dependencies indeed.