It is easy with MS Visual Studio and [MonoDevelop](http://www.monodevelop.com/).
You can import the project with the .sln file.
### Command line
You can use [xbuild of Mono](http://mono-framework.com/Microsoft.Build): `xbuild PKHeX.sln`.
### GNU/Linux
On Debian, you can install MonoDevelop and [Mono](http://www.mono-project.com/) runtime with `sudo apt-get install monodevelop`.
The project uses System.Deployment, unfortunately - even with version 4.0 - [it is not implemented in Mono](https://stackoverflow.com/questions/9112460/mono-develop-assembly-system-deployment-not-found).
There is the same problem with [System.Data.SqlServerCe (SQL Server Compact Edition)](https://stackoverflow.com/questions/2644464/can-i-use-sql-server-compact-edition-ce-on-mono) (that could be replaced by [SQLite](https://en.wikipedia.org/wiki/SQLite), that is free/libre cross-platform [RDBMS](https://en.wikipedia.org/wiki/Relational_database_management_system) to avoid the problem).
At least in 2015, GNU/Linux is not the main OS of developers of this program, so there are bugs, but some may come from non GNU/Linux specific code of Mono (so developers using *BSD, Windows and OS X should be able to reproduce them).