Hi,
I assume that you are running the latest stable 4MLinux (13.0).
1) Full set of development packages can be found on the 4MLinux installation CD. There's also the install.sh script there. Just run it in your terminal to install these packages.
2) You are going to compile a driver. Therefore you must have the Linux kernel sources (
http://sourceforge.net/projects/linu...13.0/core/src/), which should be unpacked (or linked) to the /lib/modules/3.14.39-smp/build folder.
3) You do not need the sudo command in 4MLinux (for example: just run
make instead of
sudo make).
And finally my somewhat "brutal" (but honest) comment: if I were you, I would buy a cheap USB WiFi device supported by the Linux kernel out of the box. Otherwise you will have to compile the driver again and again (after each system update). Additionally, it may be a problem to compile an "old" driver code with a "new" compiler (incompatibility problems).
Good luck !