4Pane requires the wxWidgets toolkit libraries to be installed on your system. Almost all distros will have these in package form: if so, install it and its dependencies.
If you intend to install a 4Pane binary, this is all you'll need. However if you want/need to build the 4Pane tarball you will also need either to have built the wxWidgets tarball as below, or else to have installed the appropriate wxWidgets development package which will probably be called something like wxGTK-devel, plus its dependencies.
If your distro has no wxWidgets package, or if you want a newer wx version, you can download the latest stable tarball from the wxWidgets website. Extract this in a directory of your choice; make a subdirectory in the resulting wxWidgets directory and cd into it. Then configure, make and make install.
4Pane 6.0 will build against the current stable wxWidgets-3.0 series. Previous 4Pane versions will also build on the previous stable 2.8 one (preferably wxGTK-2.8.12.tar.gz). So in a shell you'd do:
tar -xf ./wxWidgets-3.0.5.tar.bz2
su [enter root password]
You will probably need to have installed other packages first, such as the gtk+3 development libraries (which should be called something like libgtk-3-dev or gtk3-devel), or the gtk+2 equivalents.