You will need wxGTK 2.4 or newer for xCHM version < 1.0, and 2.6 or newer for xCHM 1.0 or later.
xCHM also depends on chmlib.
If you intend to use xCHM as a context-sensitive help tool, you will need XMLRPC++.
You can download the xCHM source and Doxygen documentation from the SourceForge page.
Simple build instructions are provided in the release tarball, in the README file.
I do not make packages for your distribution myself; I only maintain the source code. However packages do exist for some distributions. I do not personally endorse any of these. I cannot guarantee that the packages listed below work or not, and in fact the only thing I will do is remove broken links if you report them. If you want something readily packaged you'll have to take your chances.
Unofficial Slackware Linux packages here, here and here.
xCHM is part of Novell's Cool Tools.
Mandriva Linux, ALT Linux and PLD Linux have made RPM packages for their distributions.
Arch Linux packages.
Zenwalk Linux package, and dependencies.
There's an *official* Debian Linux package of xCHM available here.
Official Gentoo Linux ebuild description here.
FreeBSD port here.
Andrew Dalgleish made an OpenBSD port here.
Alessio Cervellin made packages for Solaris 7,8,9,10 both x86 and Sparc platforms.
NetBSD port here.
RedHat Linux RPMs contributed here.
CentOS/RedHat 5.3 packages here, contributed by Oliver Niesner.
Ubuntu package, from Matteo Lovato here.
Klik Knoppix, Linspire, etc. compatible package here.
Fedora Core (5, 6, 7 and 8) packages (mirror).
ASP Linux SRPMS and RPMs.
T2 SDE Linux package.
If you have made a package for your favourite distribution and you have it available online, let me know and I will add a link to your package here. That way more people who also like your distribution can use xCHM more easily. Thank you.