Libsvm itself is required, and is available through some package management - libsvm-devel for RPM based system or libsvm-dev for Debian based ones. Alternatively it is available direct from the website. If installing from the ยป official website then some steps will need to be taken as the package does not install automatically. For example, assuming the latest version is 3.1:
wget http://www.csie.ntu.edu.tw/~cjlin/cgi-bin/libsvm.cgi?+http://www.csie.ntu.edu.tw/~cjlin/libsvm+tar.gz tar xvzf libsvm-3.1.tar.gz cd libsvm-3.1 make lib cp libsvm.so.1 /usr/lib ln -s libsvm.so.1 libsvm.so ldconfig ldconfig --print | grep libsvm
This last step should show libsvm is installed.