I'd suggest going to exaile.org, and getting the sources tarball. There
should be a text file, with dependences and such. Before building with
the included 'Makefile', make sure you have the build dependencies, with
sudo build-dep exaile
Go back to the directory where you extracted the exaile files, and type
'make', without the quotes. If you wish to have the newly-built exaile
as a Debian-style package (recommended), instead of running 'sudo make
install', use 'sudo checkinstall', this automatically makes a Debian
package, and installs the application. Note, you may have to install
checkinstall from the package system.
Last time I did this, exaile didn't get automatically put onto the menus
or associated with music. I opened the Main Menu utility and added the
shortcut, in the Sound and Video section. You can make the file
associations in Nautilus.
HTH,
Dave Hunt