Blender depends on many libraries. The complete list and the versions in official releases can be found in the Blender repository:
Windows and macOS
Windows and macOS precompiled libraries are stored in an SVN repository, and automatically downloaded when running make update. Blender builds with these libraries are portable and can be run on other computers.
Building library dependencies on these platforms is normally only done by platform maintainers.
On Linux, the standard method for most users is to use shared libraries installed through a package manager. There is an install_deps.sh script available to automatically install them on common Linux distributions. See the Linux build instructions for how to use it.
Blender builds made this way are not portable, and generally only run on the computer they were built on.
To make a portable Linux build, you will need to build all dependencies from source using make deps. This will generate libraries in ../lib/linux_x86_64, which will be automatically picked up when building Blender itself.
Besides the libraries, the glibc version of the system affects portability. Builds will only run on Linuxes with the same or higher glibc version. Official builds are made with RHEL 7 and glibc 2.17.
The Blender repository has a CMake based system to build all library dependencies from source. This is the system used to generate precompiled libraries for Windows and macOS, and also used for official releases and the buildbot on Linux.
The make deps command performs the cmake setup and build. It has not been tested on many different operating system installs and is mainly used by platform maintainers. Minimal instructions on how to use it are here: