I run horde on ubuntu just fine, and it runs great.
The build instructions here are good, and worked for me:
http://www.horde3d.org/wiki/index.php5? ... ng_Horde3DMake sure you have all the necessary libs. If you run cmake, it'll tell you what your missing if anything, then just "sudo apt-get install libName" and try cmake again.
If you are new to programmingin general, you may want to try a different language than c++. C++ can be frustrating for new programers, where as higher level languages abstract a lot of the concepts away at the expense of performance. There are some nice bindings for scripting lanuages like lua, as well as the bindings I've written for Go (
http://code.google.com/p/gohorde/).