Something like the following approach should work if you are logged in as root on a Debian or Ubuntu system and your /etc/apt/sources.list file is set up in such a way that it finds also nonfree and contrib packages:
# Necessary:
apt-get install wget gnuplot dx
apt-get install sbcl # or other CL implementations
apt-get install cl-infix cl-asdf
# Recommended:
apt-get install libsuperlu3 libsuperlu3-dev
apt-get install libsuitesparse libsuitesparse-dev
apt-get install slime
# Documentation (recommended)
apt-get install hyperspec
apt-get install sbcl-doc sbcl-source # alternatively: cmucl-doc cmucl-source
# for generating Femlisp documentation
apt-get install texlive-generic-recommended
# get Femlisp by CVS or FTP, it is extracted into a directory 'femlisp'
#cvs -z3 -d:ext:anoncvs@savannah.nongnu.org:/cvsroot/femlisp co femlisp
wget -O - http://www.femlisp.org/femlisp-current.tar.gz | tar xzvf -
cd femlisp # change to the Femlisp directory
# if you have installed SuperLU and/or UMFPACK above:
make superlu # compiles the SuperLU interface
make umfpack # compiles the UMFPACK interface
# if you want automatic 2D triangulation:
make triangle # gets and compiles the Triangle mesh generator
# compile Femlisp
make configure # interactive setup (choose sbcl or cmucl)
make femlisp # compiles Femlisp and creates an executable
# we are done
make documentation # generate the Femlisp documentation
Now you can continue as described in Emacs configuration.