I tried compiling the dnxclient only - make install-client - on a new client box. The make fails (don't have exact message but, very easy to replicate).
If you compile the server first, make install-server, and then compile the client, it will work fine.
This is ok, if it is documented, or if the make gives a useful warning...
this was dnx0.19a, btw.
This bug is also present in dnx0.20.1. The error I get:
make[2]: *** No rule to make target `../common/libcmn.la', needed by `dnxClient'. Stop.
make[2]: Leaving directory `/usr/local/src/dnx-0.20.1/client'
make[1]: *** [install-recursive] Error 1
make[1]: Leaving directory `/usr/local/src/dnx-0.20.1/client'
make: *** [install-client] Error 2