fceux is actually in the Ubuntu repository. So you have two options, install the pre-built one or build from source.
Install from Ubuntu
sudo apt install fceux
Build from source
You can build this from source pretty easily. I just tested these instructions on Ubuntu 22.04 and 23.04, and it works.. see:
Here's what you do:
Install dependencies
sudo apt update
sudo apt install git cmake build-essential qtbase5-dev pkg-config zlib1g-dev libminizip-dev libsdl2-dev liblua5.1-dev qttools5-dev libx264-dev libx265-dev libavcodec-dev libavformat-dev libavutil-dev libswscale-dev libswresample-dev cppcheck
Get the source
git clone https://github.com/TASEmulators/fceux
cd fceux
Make the docs (optional)
./scripts/unix_make_docs.sh
Build fceux
mkdir build
cd build
cmake -DCMAKE_BUILD_TYPE=Release -DCMAKE_INSTALL_PREFIX=/usr/local ..
make
Test it
./src/fceux
It should launch as per my image above. If you're happy, you can "install" it.
Install fceux
sudo make install
That'll put it all in /usr/local
including the binary and all the other bits and bobs. It won't get updated of course, but if they update the source, you can always do the above again. Hope that helps.