You must install Player before building Stage. To build Stage with an interactive GUI, which is highly recommended, you must install libRTK before building Stage. Player and libRTK are availabe from the Player/Stage files page:
http://sourceforge.net/project/showfiles.php?group_id=42445
Build and install Player and libRTK following the
instructions in the packages' README and INSTALL files. Now
download thew Stage tarball and unpack it with:
$ tar xzvf Stage-1.2.tgz
Now follow the instructions for your release in the
top-level README and INSTALL files.