There is no need to compile it from source. However, if you want to do it, you will need GCC 4.8.1+ or Clang 3.7+, and run one of the following commands, depending on the compiler you have:
g++ -std=c++11 -fopenmp -O3 main.cpp -static-libstdc++ -o profeatx
clang -fopenmp=libomp -O3 -o profeatx main.cpp
You can run ProFeatX using the following command:
./profeatx -i <input> -o <output> -e <encoding>
In order to see the help:
./profeatx --help