I also needed libutempter-dev. With these two packages, build completed. I was able to install CDE compiling in my home directory, and using sudo only for the install command. The session did not start, however, as installing rpcbinddoes not start it. The instructions should also include systemctl enable --now rpcbind.service so that ttsession can start. After enabling and starting rpcbind, I was able to start dtlogin and log in via XDMCP using Xephyr.
I also required the package libpam0g-dev, which is not listed above, on Raspbian Buster updated as of 2021-06-27.